Approximations for the boundary crossing probabilities of moving sums of normal random variables
Noonan, Jack, Zhigljavsky, AnatolyLanguage:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2019.1626889
Date:
June, 2019
File:
PDF, 1.97 MB
english, 2019