Pages that link to "Item:Q1413670"
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The following pages link to Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks (Q1413670):
Displaying 12 items.
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models (Q657700) (← links)
- Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion (Q1398009) (← links)
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (Q2455052) (← links)
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices (Q2493175) (← links)
- Likelihood Ratio Identities and Their Applications to Sequential Analysis (Q3155703) (← links)
- Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (Q3578021) (← links)
- A Bayesian Approach to Sequential Surveillance in Exponential Families (Q3645020) (← links)
- The stationary tail asymptotics in the GI/G/1-type queue with countably many background states (Q4664090) (← links)
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund (Q4916297) (← links)
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (Q5426471) (← links)
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis (Q5697357) (← links)
- Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov (Q5890984) (← links)
