Level-crossing probabilitiesand first-passage times for linear process

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dc.contributor.authorBasak, Gopal K
dc.contributor.authorRemus Ho, Kwok Wak
dc.date.accessioned2012-11-23T06:32:02Z
dc.date.available2012-11-23T06:32:02Z
dc.date.issued2004
dc.identifier.citationLinear Processes, p 643-666en_US
dc.identifier.urihttp://hdl.handle.net/10263/4982
dc.subjectFirst passage timeen_US
dc.subjectLevel crossing probabilityen_US
dc.subjectIntegral equationen_US
dc.subjectMartingaleen_US
dc.subjectAR processen_US
dc.subjectARMA processen_US
dc.titleLevel-crossing probabilitiesand first-passage times for linear processen_US
dc.typeArticleen_US

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