Phase-Type Distributions and Optimal Stopping for Autoregressive Processes

@article{Christensen2012PhaseTypeDA,
  title={Phase-Type Distributions and Optimal Stopping for Autoregressive Processes},
  author={S{\"o}ren Christensen},
  journal={J. Applied Probability},
  year={2012},
  volume={49},
  pages={22-39}
}