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 AR(1)


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Ragimov F., Farhadova A., Khalilov V.

Uzbek Mathematical Journal, vol.2018, no.2, pp.127-135, 2018 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 2018 Issue: 2
  • Publication Date: 2018
  • Doi Number: 10.29229/uzmj.2018-2-12
  • Journal Name: Uzbek Mathematical Journal
  • Page Numbers: pp.127-135
  • Azerbaijan State University of Economics (UNEC) Affiliated: Yes