LIMIT THEOREM FOR THE FIRST PASSAGE TIME OF THE LEVEL BY THE RANDOM WALK DESCRIBED BY NONLINEAR FUNCTION OF THE AUTOREGRESSION PROCESS OF ORDER ONE <i>AR</i>(1)

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Rahimov F., Hashimova T., Fərhadova A., Khalilov V., Gulieva L.

PROCEEDINGS OF THE 6TH INTERNATIONAL CONFERENCE ON CONTROL AND OPTIMIZATION WITH INDUSTRIAL APPLICATIONS, VOL II, 11 - 13 July 2018, pp.244-246 identifier

  • Nəşrin Növü: Conference Paper / Full Text
  • Səhifə sayı: pp.244-246
  • Açar sözlər: Autoregression process of order one AR(1), random processes, random walks, first exit time
  • Adres: Bəli

Qısa məlumat

In the work is proved central limit theorem for the least-squares estimator of the unknown parameter in the generalization autoregressive process of order one (AR(1)).