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Approximations for the boundary crossing probabilities of moving sums of normal random variables - MaRDI portal

Approximations for the boundary crossing probabilities of moving sums of normal random variables (Q5082796)

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scientific article; zbMATH DE number 7545736
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English
Approximations for the boundary crossing probabilities of moving sums of normal random variables
scientific article; zbMATH DE number 7545736

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    Approximations for the boundary crossing probabilities of moving sums of normal random variables (English)
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    21 June 2022
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    moving sum
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    boundary crossing probability
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    moving sum of normal
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    change-point detection
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