scientific article
From MaRDI portal
Publication:3782556
zbMath0641.60080MaRDI QIDQ3782556
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum entropy principlelimit theoremGaussian approximationWald's identityfirst passage time of a random walkLarge deviation estimates
Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
Related Items (2)
Cramér asymptotics for finite time first passage probabilities of general Lévy processes ⋮ Tools to Estimate the First Passage Time to a Convex Barrier
This page was built for publication:
