Dalʹnevostočnyj matematičeskij žurnal, Tome 9 (2009) no. 1, pp. 182-189
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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/
@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},
year = {2009},
volume = {9},
number = {1},
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
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
%U http://geodesic.mathdoc.fr/item/DVMG_2009_9_1_a16/
%G ru
%F DVMG_2009_9_1_a16
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.
