Pages that link to "Item:Q1201321"
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The following pages link to On moments of the first ladder height of random walks with small drift (Q1201321):
Displayed 15 items.
- Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754) (← links)
- Complete corrected diffusion approximations for the maximum of a random walk (Q997958) (← links)
- Ladder heights, Gaussian random walks and the Riemann zeta function (Q1356367) (← links)
- A lower confidence bound for the change point after a sequential CUSUM test (Q1395892) (← links)
- Bias of estimator of change point detected by a CUSUM procedure (Q1881009) (← links)
- On Lerch's transcendent and the Gaussian random walk (Q2455051) (← links)
- Cumulants of the maximum of the Gaussian random walk (Q2464856) (← links)
- On calculation of moments of ladder heights (Q2471624) (← links)
- On the biases of change point and change magnitude estimation after CUSUM test (Q2491854) (← links)
- On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands (Q2815343) (← links)
- Inference after truncated one-sided sequential test (Q2815986) (← links)
- Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula (Q5087544) (← links)
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (Q5426471) (← links)
- False Alarms and Sparse Change Segment Detection by Using a CUSUM Procedure (Q5431468) (← links)
- Approximation results for the moments of random walk with normally distributed interference of chance (Q5882017) (← links)