Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 209-233
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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/
@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},
year = {1993},
volume = {202},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a12/}
}
TY - JOUR
AU - A. A. Novikov
AU - B. A. Èrgashev
TI - Limit theorems for the first passage time of autoregression process over a level
JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY - 1993
SP - 209
EP - 233
VL - 202
UR - http://geodesic.mathdoc.fr/item/TM_1993_202_a12/
LA - ru
ID - TM_1993_202_a12
ER -
%0 Journal Article
%A A. A. Novikov
%A B. A. Èrgashev
%T Limit theorems for the first passage time of autoregression process over a level
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 1993
%P 209-233
%V 202
%U http://geodesic.mathdoc.fr/item/TM_1993_202_a12/
%G ru
%F TM_1993_202_a12
