Level-crossing probabilitiesand first-passage times for linear process

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58-AAP-LEPA-V36-P643-666.pdf (3.04 MB)

Date

2004

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Keywords

First passage time, Level crossing probability, Integral equation, Martingale, AR process, ARMA process

Citation

Linear Processes, p 643-666

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http://hdl.handle.net/10263/4982

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Mathematics and Statistics

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