Boundary crossing for moving sums

DOI10.2307/3214235zbMath0653.60040OpenAlexW2325615816MaRDI QIDQ3799421

Joseph Glaz, Bruce McK. Johnson

Publication date: 1988

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214235

zbMATH Keywords

simulationboundary crossing

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Foundations of stochastic processes (60G05)

Related Items (7)

Approximations for the boundary crossing probabilities of moving sums of normal random variables ⋮ One dimensional scan statistics generated by some dependent stationary sequences ⋮ Approximations and inequalities for moving sums ⋮ Robust scan statistics for detecting a local change in population mean for normal data ⋮ Scan statistics for normal data with outliers ⋮ Approximations for the boundary crossing probabilities of moving sums of random variables ⋮ Variable Window Scan Statistics for Normal Data

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