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Trudy Matematicheskogo Instituta im. V. A. Steklova, 1993, Volume 202, Pages 209–233 (Mi tm1366)  
This article is cited in 2 scientific papers (total in 2 papers)

Limit theorems for the first passage time of autoregression process over a level

A. A. Novikov, B. A. Èrgashev
Full-text PDF (1619 kB) Citations (2)
Bibliographic databases:
UDC: 519.214
Language: Russian
Citation: A. A. Novikov, B. A. Èrgashev, “Limit theorems for the first passage time of autoregression process over a level”, Statistics and control of stochastic processes, Trudy Mat. Inst. Steklov., 202, TVP, Moscow, 1993, 209–233; Proc. Steklov Inst. Math., 202 (1994), 169–186
Citation in format AMSBIB
\Bibitem{NovErg93}
\by A.~A.~Novikov, B.~A.~\`Ergashev
\paper Limit theorems for the first passage time of autoregression process over a~level
\inbook Statistics and control of stochastic processes
\serial Trudy Mat. Inst. Steklov.
\yr 1993
\vol 202
\pages 209--233
\publ TVP
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/tm1366}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1383307}
\zmath{https://zbmath.org/?q=an:0841.60030}
\transl
\jour Proc. Steklov Inst. Math.
\yr 1994
\vol 202
\pages 169--186
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  • https://www.mathnet.ru/eng/tm/v202/p209
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
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