APPROXIMATING PROBABILITIES OF 1ST PASSAGE IN A PARTICULAR GAUSSIAN PROCESS

被引：1

作者：

GLAZ, J ^{[1
]}

NAUS, J ^{[1
]}

机构：

[1] RUTGERS STATE UNIV,DEPT STAT,NEW BRUNSWICK,NJ 08903

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1986年 / 15卷 / 06期

关键词：

D O I：

10.1080/03610928608829215

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1709 / 1722

页数：14

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