On the First Entry Time of a ℤ + -valued AR(1) Process

Emad-Eldin Aly and Nadjib Bouzar

Annals of the Institute of Statistical Mathematics, 1999, vol. 51, issue 2, 359-367

Keywords: Autoregressive; innovation sequence; martingale; first entry time; Poisson distribution (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1003870427536

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