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Teoriya Veroyatnostei i ee Primeneniya, 1990, Volume 35, Issue 2, Pages 282–292 (Mi tvp996)  
This article is cited in 23 scientific papers (total in 23 papers)

On the first exit time of an autoregressive process beyond a level and an application to the “change-point” problem

A. A. Novikov
Full-text PDF (611 kB) Citations (23)
Received: 24.09.1987
English version:
Theory of Probability and its Applications, 1990, Volume 35, Issue 2, Pages 269–279
DOI: https://doi.org/10.1137/1135035
Bibliographic databases:
Language: Russian
Citation: 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), 269–279
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
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\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}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1990FW92100006}
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  • https://www.mathnet.ru/eng/tvp996
  • https://www.mathnet.ru/eng/tvp/v35/i2/p282
    • This publication is cited in the following 23 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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