Limit theorem for the first passage time of the level by the random walk described by nonlinear function of the autoregression process of order one AR(1) (Q5002019)
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scientific article; zbMATH DE number 7374981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorem for the first passage time of the level by the random walk described by nonlinear function of the autoregression process of order one AR(1) |
scientific article; zbMATH DE number 7374981 |
Statements
Limit theorem for the first passage time of the level by the random walk described by nonlinear function of the autoregression process of order one AR(1) (English)
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26 July 2021
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autoregression process of order one \(AR(1)\)
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random
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processes
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random walks
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first exit time
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