Boundary crossing probabilities for (q,d)-Slepian-processes

Wolfgang Bischoff and Andreas Gegg

Statistics & Probability Letters, 2016, vol. 118, issue C, 139-144

Abstract: For 0g(t)for some t∈[q,d]), qKeywords: Gaussian process; Slepian-process; Boundary crossing probability (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.06.023

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