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Approximations for the boundary crossing probabilities of moving sums of normal random variables

Approximations for the boundary crossing probabilities of moving sums of normal random variables

Noonan, Jack; Zhigljavsky, Anatoly
  • 期刊名称Communications in Statistics - Simulation and Computation
  • 作者Noonan, Jack; Zhigljavsky, Anatoly
  • 印刷ISSN0361-0918
  • 电子ISSN1532-4141
  • 文件大小2018.05KB
  • 发表时间2019-06-16
  • DOI10.1080/03610918.2019.1626889
  • 页码1-22
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