Estimation of \(P(Z

DOI10.1016/S0096-3003(98)10072-3zbMath0931.62078OpenAlexW2064575427MaRDI QIDQ1805824

Mostafa S. Aminzadeh

Publication date: 8 March 2000

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(98)10072-3

zbMATH Keywords

reliabilitystationaryautoregressive modelsnonstationarymoving average modelsbivariate normal distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Bootstrap tolerance and confidence limits for two-variable reliability using independent and weakly dependent observations

Cites Work

• Unnamed Item
• A comparison of three point estimators for \(P(Y<X)\) in the normal case
• Estimation of reliability for exponential stress-strength models with explanatory variables
• Statistical Inference for Pr(Y < X): The Normal Case
• Confidence Limits for Stress-Strength Models with Explanatory Variables
• On Comparing Estimators of Pr{Y < X} in the Exponential Case
• Confidence bounds for Pr(X&lt;Y) in 1-way ANOVA random model

This page was built for publication: Estimation of \(P(Z<Y)\) for correlated stochastic time series models