First passage times for Slepian process with linear and piecewise linear barriers
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Publication:2231312
DOI10.1007/s10687-021-00406-6zbMath1475.62226OpenAlexW3130703401MaRDI QIDQ2231312
Jack Noonan, Anatoly A. Zhigljavsky
Publication date: 29 September 2021
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-021-00406-6
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Brownian motion (60J65) Time series analysis of dynamical systems (37M10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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