Geodesic
On the first exit time of an autoregressive process beyond a level and an application to the “change-point” problem
Teoriâ veroâtnostej i ee primeneniâ, Tome 35 (1990) no. 2, pp. 282-292 Cet article a éte moissonné depuis la source Math-Net.Ru

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@article{TVP_1990_35_2_a6,
     author = {A. A. Novikov},
     title = {On the first exit time of an autoregressive process beyond a level and an application to the {\textquotedblleft}change-point{\textquotedblright} problem},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {282--292},
     year = {1990},
     volume = {35},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1990_35_2_a6/}
}
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A. A. Novikov. On the first exit time of an autoregressive process beyond a level and an application to the “change-point” problem. Teoriâ veroâtnostej i ee primeneniâ, Tome 35 (1990) no. 2, pp. 282-292. http://geodesic.mathdoc.fr/item/TVP_1990_35_2_a6/