Prediction of confidence limits for the probability of nonexceedance of an admissible level by a stochastic process

DOI10.1007/BF01097902zbMath0666.62083MaRDI QIDQ1116604

V. Sh. Plekhanov, O. I. Teskin

Publication date: 1988

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

stationary processeslevel crossingcanonical decompositionblow-out problemprediction of confidence boundsprediction of lower confidence limitprobability of nonexceedance of an admissible levelrejection modelssemistochastic processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

Cites Work

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