A. A. Novikov, “On the first exit time of an autoregressive process beyond a level and an application to the “change-point” problem”, Teor. Veroyatnost. i Primenen., 35:2 (1990), 282–292; Theory Probab. Appl., 35:2 (1990), 269

Citation in format AMSBIB

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\by A.~A.~Novikov

\paper On the first exit time of an autoregressive process beyond a level and an application to the ``change-point'' problem

\jour Teor. Veroyatnost. i Primenen.

\yr 1990

\vol 35

\issue 2

\pages 282--292

\mathnet{http://mi.mathnet.ru/tvp996}

\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1069125}

\zmath{https://zbmath.org/?q=an:0723.60044|0702.60048}

\transl

\jour Theory Probab. Appl.

\yr 1990

\vol 35

\issue 2

\pages 269--279

\crossref{https://doi.org/10.1137/1135035}

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