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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

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