Bounding the Risk Probability

DOI10.1007/978-3-319-66836-9_12zbMath1459.62227OpenAlexW2752432692MaRDI QIDQ3305442

I. V. Nikiforov

Publication date: 7 August 2020

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-66836-9_12

zbMATH Keywords

numerical integrationrisk probabilityautoregressive processdistribution bounding

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (1)

Risk Overbounding for a Linear Model

Cites Work

• Reliable detection of faults in measurement systems
• Martingales and first passage times of AR(1) sequences
• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• Average Run Lengths of Geometric Moving Average Charts by Numerical Methods
• Sequential Detection of Transient Changes
• A First Passage Problem for the Wiener Process
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