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http://hdl.handle.net/10263/4982
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Basak, Gopal K | - |
dc.contributor.author | Remus Ho, Kwok Wak | - |
dc.date.accessioned | 2012-11-23T06:32:02Z | - |
dc.date.available | 2012-11-23T06:32:02Z | - |
dc.date.issued | 2004 | - |
dc.identifier.citation | Linear Processes, p 643-666 | en_US |
dc.identifier.uri | http://hdl.handle.net/10263/4982 | - |
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 probabilitiesand first-passage times for linear process | en_US |
dc.type | Article | en_US |
Appears in Collections: | Mathematics and Statistics |
Files in This Item:
File | Description | Size | Format | |
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58-AAP-LEPA-V36-P643-666.pdf | 3.12 MB | Adobe PDF | View/Open |
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