Survival probabilities of autoregressive processes (Q5174347)
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scientific article; zbMATH DE number 6404988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Survival probabilities of autoregressive processes |
scientific article; zbMATH DE number 6404988 |
Statements
Survival probabilities of autoregressive processes (English)
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17 February 2015
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autoregressive processes
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autoregressive moving average
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persistence probability
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survival probability
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asymptotic behaviour
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boundary crossing probability
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one-sided exit problem
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