A note on Durbin's formula for the first-passage density-Reference-Cited by-同舟云学术

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A note on Durbin's formula for the first-passage density

Published:1987-10 Issue:6 Volume:5 Page:425-428
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Rychlik Igor

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference2 articles.

1. The first-passage density of a continuous Gaussian process to a general boundary;Durbin;J. Appl. Prob.,1985

2. Regression approximations of wavelengths and amplitude distributions;Rychlik;Adv. Appl. Prob.,1986

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