Matches in SemOpenAlex for { <https://semopenalex.org/work/W2952152811> ?p ?o ?g. }
Showing items 1 to 72 of
72
with 100 items per page.
- W2952152811 abstract "We study exit times from a set for a family of multivariate autoregressive processes with normally distributed noise. By using the large deviation principle, and other methods, we show that the asymptotic behavior of the exit time depends only on the set itself and on the covariance matrix of the stationary distribution of the process. The results are extended to exit times from intervals for the univariate autoregressive process of order n, where the exit time is of the same order of magnitude as the exponential of the inverse of the variance of the stationary distribution." @default.
- W2952152811 created "2019-06-27" @default.
- W2952152811 creator A5041789440 @default.
- W2952152811 date "2012-11-09" @default.
- W2952152811 modified "2023-09-27" @default.
- W2952152811 title "Exit times for multivariate autoregressive processes" @default.
- W2952152811 cites W1585734249 @default.
- W2952152811 cites W1989151380 @default.
- W2952152811 cites W2081715952 @default.
- W2952152811 hasPublicationYear "2012" @default.
- W2952152811 type Work @default.
- W2952152811 sameAs 2952152811 @default.
- W2952152811 citedByCount "0" @default.
- W2952152811 crossrefType "posted-content" @default.
- W2952152811 hasAuthorship W2952152811A5041789440 @default.
- W2952152811 hasConcept C105795698 @default.
- W2952152811 hasConcept C110405555 @default.
- W2952152811 hasConcept C134306372 @default.
- W2952152811 hasConcept C149782125 @default.
- W2952152811 hasConcept C151376022 @default.
- W2952152811 hasConcept C151406439 @default.
- W2952152811 hasConcept C159877910 @default.
- W2952152811 hasConcept C161584116 @default.
- W2952152811 hasConcept C178650346 @default.
- W2952152811 hasConcept C185142706 @default.
- W2952152811 hasConcept C194657046 @default.
- W2952152811 hasConcept C199163554 @default.
- W2952152811 hasConcept C24338571 @default.
- W2952152811 hasConcept C28826006 @default.
- W2952152811 hasConcept C33923547 @default.
- W2952152811 hasConceptScore W2952152811C105795698 @default.
- W2952152811 hasConceptScore W2952152811C110405555 @default.
- W2952152811 hasConceptScore W2952152811C134306372 @default.
- W2952152811 hasConceptScore W2952152811C149782125 @default.
- W2952152811 hasConceptScore W2952152811C151376022 @default.
- W2952152811 hasConceptScore W2952152811C151406439 @default.
- W2952152811 hasConceptScore W2952152811C159877910 @default.
- W2952152811 hasConceptScore W2952152811C161584116 @default.
- W2952152811 hasConceptScore W2952152811C178650346 @default.
- W2952152811 hasConceptScore W2952152811C185142706 @default.
- W2952152811 hasConceptScore W2952152811C194657046 @default.
- W2952152811 hasConceptScore W2952152811C199163554 @default.
- W2952152811 hasConceptScore W2952152811C24338571 @default.
- W2952152811 hasConceptScore W2952152811C28826006 @default.
- W2952152811 hasConceptScore W2952152811C33923547 @default.
- W2952152811 hasLocation W29521528111 @default.
- W2952152811 hasOpenAccess W2952152811 @default.
- W2952152811 hasPrimaryLocation W29521528111 @default.
- W2952152811 hasRelatedWork W1978915179 @default.
- W2952152811 hasRelatedWork W1981467313 @default.
- W2952152811 hasRelatedWork W1990413999 @default.
- W2952152811 hasRelatedWork W2002853580 @default.
- W2952152811 hasRelatedWork W2005704430 @default.
- W2952152811 hasRelatedWork W2007463644 @default.
- W2952152811 hasRelatedWork W2014800944 @default.
- W2952152811 hasRelatedWork W2046180261 @default.
- W2952152811 hasRelatedWork W2067720395 @default.
- W2952152811 hasRelatedWork W2081097989 @default.
- W2952152811 hasRelatedWork W2110231539 @default.
- W2952152811 hasRelatedWork W2132056929 @default.
- W2952152811 hasRelatedWork W2147534109 @default.
- W2952152811 hasRelatedWork W2158954231 @default.
- W2952152811 hasRelatedWork W2325049364 @default.
- W2952152811 hasRelatedWork W2351920437 @default.
- W2952152811 hasRelatedWork W2795885600 @default.
- W2952152811 hasRelatedWork W2904536101 @default.
- W2952152811 hasRelatedWork W2996314473 @default.
- W2952152811 hasRelatedWork W3123881103 @default.
- W2952152811 isParatext "false" @default.
- W2952152811 isRetracted "false" @default.
- W2952152811 magId "2952152811" @default.
- W2952152811 workType "article" @default.