Approximations of the boundary crossing probabilities for the maximum of moving weighted sums (2018)

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/10.1007/s00362-018-1015-z

Publication URI: http://dx.doi.org/10.1007/s00362-018-1015-z

Type: Journal Article/Review

Parent Publication: Statistical Papers

Issue: 4