Level-crossing  probabilitiesand first-passage times for linear process

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