Exit times for ARMA processes
Keyword(s):
Abstract We study the asymptotic behaviour of the expected exit time from an interval for the ARMA process, when the noise level approaches 0.
1988 ◽
Vol 20
(4)
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pp. 822-835
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1987 ◽
Vol 1
(4)
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pp. 367-381
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1985 ◽
Vol 17
(04)
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pp. 810-840
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1974 ◽
Vol 6
(04)
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pp. 747-756
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Keyword(s):
Keyword(s):
2004 ◽
Vol 41
(A)
◽
pp. 375-382
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2020 ◽
Vol 54
(3)
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pp. 811-844
Keyword(s):
2004 ◽
Vol 41
(A)
◽
pp. 375-382
◽