Approximations for the boundary crossing probabilities of moving sums of normal random variables (2019)

First Author: Noonan J
Attributed to:  Change-point detection for a transient change and high-dimensional covering funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/03610918.2019.1626889

Publication URI: http://dx.doi.org/10.1080/03610918.2019.1626889

Type: Journal Article/Review

Parent Publication: Communications in Statistics - Simulation and Computation

Issue: 11