On the first passage time of the parabolic boundary by the Markov random walk

DOI10.1080/03610926.2021.2024852OpenAlexW4206707715MaRDI QIDQ6164688

Fada G. Ragimov, Unnamed Author, Aynura D. Farhadova

Publication date: 28 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.2024852

zbMATH Keywords

central limit theoremnonlinear boundaryfirst-order autoregressive processfirst passage momentperturbed Markov random walk

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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