Level-crossing probabilities and first-passage times for linear processes
| dc.contributor.author | Basak, Gopal K | |
| dc.contributor.author | Remus Ho, Kwok Wak | |
| dc.date.accessioned | 2012-12-06T09:44:49Z | |
| dc.date.available | 2012-12-06T09:44:49Z | |
| dc.date.issued | 2004 | |
| dc.identifier.citation | Advanced Appllied Probability, v 36, p 642-666 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/5009 | |
| dc.language.iso | en | en_US |
| dc.subject | First passage time | en_US |
| dc.subject | Level crossing probability | en_US |
| dc.subject | Integral equation | en_US |
| dc.subject | Martingale | en_US |
| dc.subject | AR process | en_US |
| dc.subject | ARMA process | en_US |
| dc.title | Level-crossing probabilities and first-passage times for linear processes | en_US |
| dc.type | Article | en_US |
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