Basak, Gopal KRemus Ho, Kwok Wak2012-12-062012-12-062004Advanced Appllied Probability, v 36, p 642-666http://hdl.handle.net/10263/5009enFirst passage timeLevel crossing probabilityIntegral equationMartingaleAR processARMA processLevel-crossing probabilities and first-passage times for linear processesArticle