MINIMUM OF A STATIONARY MARKOV PROCESS SUPERIMPOSED ON A U-SHAPED TREND

被引：53

作者：

DANIELS, HE

机构：

来源：

关键词：

D O I：

10.2307/3212009

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：399 / &

共 9 条

ANDERSON, TW ;

DARLING, DA .

ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02) :193-212

BARNETT, VD ;

LEWIS, T .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-GENERAL, 1967, 130 :177-206

[3]

Cramer H., 1967, STATIONARY RELATED S

[4] THE 1ST PASSAGE PROBLEM FOR A CONTINUOUS MARKOV PROCESS [J].

DARLING, DA ;

SIEGERT, AJF .

ANNALS OF MATHEMATICAL STATISTICS, 1953, 24 (04) :624-639

[5]

DOOB JL, 1942, ANN MATH, V2, P351

[6]

Keilson J., 1964, J APPL PROBAB, V1, P247

[7]

KEILSON J, 1966, JR STATIST SOC B, V3, P477

[8]

RICE SO, 1945, BELL SYST TECH J, V24, P109

[9] A FIRST PASSAGE PROBLEM FOR WIENER PROCESS [J].

SHEPP, LA .

ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06) :1912-&