Basak, Gopal KHo, Kwok-Wath Remus2012-01-012012-01-012004Advances in applied probability,V36,2,p643-666http://hdl.handle.net/10263/2685enFirst passage timeLevel crossing probabilityIntegral equationMartingaleAR processARMA processLevel crossing probabilities and first passage times for linear processesArticle