The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables
DOI10.1080/03610919808813476zbMath0898.65109OpenAlexW2081965332MaRDI QIDQ4386442
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Publication date: 27 October 1998
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919808813476
quadratic formsstatistical process controlnumerical inversion of Laplace transformbenchmark comparison
Applications of statistics in engineering and industry; control charts (62P30) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Probabilistic methods, stochastic differential equations (65C99)
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