Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/5009| Title: | Level-crossing probabilities and first-passage times for linear processes |
| Authors: | Basak, Gopal K Remus Ho, Kwok Wak |
| Keywords: | First passage time Level crossing probability Integral equation Martingale AR process ARMA process |
| Issue Date: | 2004 |
| Citation: | Advanced Appllied Probability, v 36, p 642-666 |
| URI: | http://hdl.handle.net/10263/5009 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| level crossing probabilities and first-passage times for linear processes-V36-P643-666.pdf | 827.66 kB | Adobe PDF | View/Open |
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