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 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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     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},
     year = {2009},
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     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DVMG_2009_9_1_a16/}
}
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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/