Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/2685| Title: | Level crossing probabilities and first passage times for linear processes |
| Authors: | Basak, Gopal K Ho, Kwok-Wath Remus |
| Keywords: | First passage time Level crossing probability Integral equation Martingale AR process ARMA process |
| Issue Date: | 2004 |
| Citation: | Advances in applied probability,V36,2,p643-666 |
| URI: | http://hdl.handle.net/10263/2685 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Binder1.pdf | 2.67 MB | Adobe PDF | View/Open |
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