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