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
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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 ``change-point'' problem},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {282--292},
publisher = {mathdoc},
volume = {35},
number = {2},
year = {1990},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1990_35_2_a6/}
}
TY - JOUR AU - A. A. Novikov TI - On the first exit time of an autoregressive process beyond a level and an application to the ``change-point'' problem JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1990 SP - 282 EP - 292 VL - 35 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1990_35_2_a6/ LA - ru ID - TVP_1990_35_2_a6 ER -
%0 Journal Article %A A. A. Novikov %T On the first exit time of an autoregressive process beyond a level and an application to the ``change-point'' problem %J Teoriâ veroâtnostej i ee primeneniâ %D 1990 %P 282-292 %V 35 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1990_35_2_a6/ %G ru %F TVP_1990_35_2_a6
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/