Level crossing probabilities and first passage times for linear processes

dc.contributor.author	Basak, Gopal K
dc.contributor.author	Ho, Kwok-Wath Remus
dc.date.accessioned	2012-01-01T17:39:23Z
dc.date.available	2012-01-01T17:39:23Z
dc.date.issued	2004
dc.identifier.citation	Advances in applied probability,V36,2,p643-666	en_US
dc.identifier.uri	http://hdl.handle.net/10263/2685
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