Limit theorems for the first passage time of autoregression process over a~level

A. A. Novikov; B. A. Èrgashev

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Limit theorems for the first passage time of autoregression process over a~level

A. A. Novikov ; B. A. Èrgashev

Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 209-233.

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@article{TM_1993_202_a12,
     author = {A. A. Novikov and B. A. \`Ergashev},
     title = {Limit theorems for the first passage time of autoregression process over a~level},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {209--233},
     publisher = {mathdoc},
     volume = {202},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a12/}
}

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A. A. Novikov; B. A. Èrgashev. Limit theorems for the first passage time of autoregression process over a~level. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 209-233. http://geodesic.mathdoc.fr/item/TM_1993_202_a12/