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Variance Formulae for One- and Two-Step Level-Crossings of Ellipsoidal Processes - MaRDI portal

Variance Formulae for One- and Two-Step Level-Crossings of Ellipsoidal Processes (Q5324084)

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scientific article; zbMATH DE number 5589125
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Variance Formulae for One- and Two-Step Level-Crossings of Ellipsoidal Processes
scientific article; zbMATH DE number 5589125

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    Variance Formulae for One- and Two-Step Level-Crossings of Ellipsoidal Processes (English)
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    3 August 2009
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    orthant probability
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    scale mixtures of normals
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    autoregression
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