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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 80, 2008 - Issue 2-3: A Festschrift for Priscilla Greenwood
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Original Articles

Martingales and first passage times of AR(1) sequences

Alexander Novikov Department of Mathematical Sciences, University of Technology, Sydney, NSW, 2007, AustraliaCorrespondence[email protected]
&
Nino Kordzakhia Department of Statistics, Macquarie University, Sydney, NSW, 2109, Australia
Pages 197-210 | Received 17 Sep 2007, Accepted 15 Nov 2007, Published online: 10 Oct 2008

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