When the ``bull'' meets the ``bear'': A first passage time problem for a hidden Markov process
type: Item
instance of: scholarly article
title: When the ``bull'' meets the ``bear'': A first passage time problem for a hidden Markov process
zbMATH Open document ID: 0997.60072
DOI: 10.1023/A:1012201109468
author: Xin Guo
published in: Methodology and Computing in Applied Probability
publication date: 2002-08-20T00:00:00Z
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 1784507
zbMATH Keywords: first passage time
zbMATH Keywords: Laplace transform
zbMATH Keywords: hidden Markov processes
zbMATH Keywords: Brownian motion
MaRDI profile type: Publication
full work available at URL: a:1012201109468
OpenAlex ID: W2181364130
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description: scientific article; zbMATH DE number 1784507