Level-crossing probabilities and first-passage times for linear processes

No Thumbnail Available

Files

level crossing probabilities and first-passage times for linear processes-V36-P643-666.pdf (827.66 KB)

Date

2004

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Keywords

First passage time, Level crossing probability, Integral equation, Martingale, AR process, ARMA process

Citation

Advanced Appllied Probability, v 36, p 642-666

URI

http://hdl.handle.net/10263/5009

Collections

Mathematics and Statistics

Endorsement

Review

Supplemented By

Referenced By