Geodesic
Accuracy solution of A.A. Novikov problem for reaching moments of autoregressive sequence
Dalʹnevostočnyj matematičeskij žurnal, Tome 9 (2009) no. 1, pp. 182-189.

Voir la notice de l'article provenant de la source Math-Net.Ru

In this paper the Laplas model described by an autoregressive random sequence is considered. Our problem is to calculate a distribution of a reaching moment in the model. The problem is put by A.A. Novikov and obtained in the paper an accuracy solution. This solution may be realized sufficiently simple numerically. 
@article{DVMG_2009_9_1_a16,
     author = {M. A. Osipova and G. Sh. Tsitsiashvili},
     title = {Accuracy solution of {A.A.} {Novikov} problem for reaching moments of autoregressive sequence},
     journal = {Dalʹnevosto\v{c}nyj matemati\v{c}eskij \v{z}urnal},
     pages = {182--189},
     publisher = {mathdoc},
     volume = {9},
     number = {1},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DVMG_2009_9_1_a16/}
}
TY  - JOUR
AU  - M. A. Osipova
AU  - G. Sh. Tsitsiashvili
TI  - Accuracy solution of A.A. Novikov problem for reaching moments of autoregressive sequence
JO  - Dalʹnevostočnyj matematičeskij žurnal
PY  - 2009
SP  - 182
EP  - 189
VL  - 9
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DVMG_2009_9_1_a16/
LA  - ru
ID  - DVMG_2009_9_1_a16
ER  - 
%0 Journal Article
%A M. A. Osipova
%A G. Sh. Tsitsiashvili
%T Accuracy solution of A.A. Novikov problem for reaching moments of autoregressive sequence
%J Dalʹnevostočnyj matematičeskij žurnal
%D 2009
%P 182-189
%V 9
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DVMG_2009_9_1_a16/
%G ru
%F DVMG_2009_9_1_a16
M. A. Osipova; G. Sh. Tsitsiashvili. Accuracy solution of A.A. Novikov problem for reaching moments of autoregressive sequence. Dalʹnevostočnyj matematičeskij žurnal, Tome 9 (2009) no. 1, pp. 182-189. http://geodesic.mathdoc.fr/item/DVMG_2009_9_1_a16/