Martingales and first passage times of AR(1) sequences

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dc.contributor.author Novikov, Alex en_US
dc.contributor.author Kordzakhia, Nino en_US
dc.contributor.editor en_US
dc.date.accessioned 2010-05-28T09:42:27Z
dc.date.available 2010-05-28T09:42:27Z
dc.date.issued 2008 en_US
dc.identifier 2008000074 en_US
dc.identifier.citation Novikov Alex and Kordzakhia Nino 2008, 'Martingales and first passage times of AR(1) sequences', Taylor & Francis 4 Park Square Milton Park Abingdon 0X14 4RN England, vol. 80, no. 2-3, pp. 197-210. en_US
dc.identifier.issn 1744-2508 en_US
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/8323
dc.description.abstract Using the martingale approach we find sufficient conditions for exponential boundedness of first passage times over a level for ergodic first order autoregressive sequences. en_US
dc.language en_US
dc.publisher Taylor \& Francis 4 Park Square Milton Park Abingdon 0X14 4RN England en_US
dc.relation.isbasedon http://dx.doi.org/10.1080/17442500701840885 en_US
dc.title Martingales and first passage times of AR(1) sequences en_US
dc.parent Stochastics. An International Journal of Probability and Stochastic Processes en_US
dc.journal.volume 80 en_US
dc.journal.number 2-3 en_US
dc.publocation England en_US
dc.identifier.startpage 197 en_US
dc.identifier.endpage 210 en_US
dc.cauo.name SCI.Mathematical Sciences en_US
dc.conference Verified OK en_US
dc.for 159900 en_US
dc.personcode 991062 en_US
dc.personcode 0000046769 en_US
dc.percentage 100 en_US
dc.classification.name Other Commerce, Management, Tourism and Services en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords first passage times; autoregressive processes; martingales; exponential boundedness en_US
dc.staffid en_US


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