Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks

10.1214/aoap/1050689586

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Main Authors:	Chan, H.P., Lai, T.L.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Published:	2014
Subjects:	Change-point detection Integrals over tubes Laplace's method Large deviation Markov additive processes Maxima of random fields
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105344
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105344
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spelling	sg-nus-scholar.10635-1053442022-01-11T07:37:11Z Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks Chan, H.P. Lai, T.L. STATISTICS & APPLIED PROBABILITY Change-point detection Integrals over tubes Laplace's method Large deviation Markov additive processes Maxima of random fields 10.1214/aoap/1050689586 Annals of Applied Probability 13 2 395-429 2014-10-28T05:14:51Z 2014-10-28T05:14:51Z 2003-05 Chan, H.P., Lai, T.L. (2003-05). Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks. Annals of Applied Probability 13 (2) : 395-429. ScholarBank@NUS Repository. https://doi.org/10.1214/aoap/1050689586 10505164 http://scholarbank.nus.edu.sg/handle/10635/105344 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Change-point detection Integrals over tubes Laplace's method Large deviation Markov additive processes Maxima of random fields
spellingShingle	Change-point detection Integrals over tubes Laplace's method Large deviation Markov additive processes Maxima of random fields Chan, H.P. Lai, T.L. Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
description	10.1214/aoap/1050689586
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Chan, H.P. Lai, T.L.
author	Chan, H.P. Lai, T.L.
author_sort	Chan, H.P.
title	Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
title_short	Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
title_full	Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
title_fullStr	Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
title_full_unstemmed	Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
title_sort	saddlepoint approximations and nonlinear boundary crossing probabilities of markov random walks
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105344
_version_	1722352298681696256

Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks

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