Pages that link to "Item:Q3556735"
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The following pages link to On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences (Q3556735):
Displaying 10 items.
- Modeling record-breaking stock prices (Q1782591) (← links)
- On the first entry time of a \(\mathbb{Z}_+\)-valued AR(1) process (Q1807968) (← links)
- Probabilistic solutions of integral equations from optimal control (Q2168957) (← links)
- Persistence of one-dimensional AR(1)-sequences (Q2297316) (← links)
- On asymptotic behavior of the mean value of the family of the first exit time of random walk described by a nonlinear function of first order autoregression process \((AR (1))\) (Q5050503) (← links)
- (Q5050518) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169470) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169472) (← links)
- On asymptotic behavior of the mean value of the first passage time of the level by a random walk described by autoregression process of order one (\textit{AR}(1)) (Q5870049) (← links)
- Integral limit theorem for the first passage time of the level by a random walk described by autoregression process of order one (\textit{AR}(1)) (Q5870057) (← links)
