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Approximations of the boundary crossing probabilities for the maximum of moving weighted sums

Approximations of the boundary crossing probabilities for the maximum of moving weighted sums

Noonan, Jack; Zhigljavsky, Anatoly
  • 期刊名称Statistical Papers
  • 作者Noonan, Jack; Zhigljavsky, Anatoly
  • 印刷ISSN0932-5026
  • 电子ISSN1613-9798
  • 文件大小924.82KB
  • 发表时间2018-6-18
  • DOI10.1007/s00362-018-1015-z
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