Level crossing probabilities and first passage times for linear processes

Simple item page
dc.contributor.authorBasak, Gopal K
dc.contributor.authorHo, Kwok-Wath Remus
dc.date.accessioned2012-01-01T17:39:23Z
dc.date.available2012-01-01T17:39:23Z
dc.date.issued2004
dc.identifier.citationAdvances in applied probability,V36,2,p643-666en_US
dc.identifier.urihttp://hdl.handle.net/10263/2685
dc.language.isoenen_US
dc.subjectFirst passage timeen_US
dc.subjectLevel crossing probabilityen_US
dc.subjectIntegral equationen_US
dc.subjectMartingaleen_US
dc.subjectAR processen_US
dc.subjectARMA processen_US
dc.titleLevel crossing probabilities and first passage times for linear processesen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
Binder1.pdf
Size:
2.6 MB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Mathematics and Statistics