Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks

Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks

10.1214/aoap/1050689586

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書目詳細資料
Main Authors: Chan, H.P., Lai, T.L.
其他作者: STATISTICS & APPLIED PROBABILITY
格式: Article
出版: 2014
主題:
Change-point detection
Integrals over tubes
Laplace's method
Large deviation
Markov additive processes
Maxima of random fields
在線閱讀:http://scholarbank.nus.edu.sg/handle/10635/105344
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總結:10.1214/aoap/1050689586

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