Pages that link to "Item:Q3696219"

The following pages link to The first-passage density of a continuous gaussian process to a general boundary (Q3696219):

Displaying 50 items.

• Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
• A family of test statistics for trend change in mean residual life with unknown turning point using censored data (Q457306) (← links)
• Hitting time in Erlang loss systems with moving boundaries (Q475138) (← links)
• A note on Durbin's formula for the first-passage density (Q578742) (← links)
• The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model (Q631481) (← links)
• Dynamic analysis of some relational databases parameters (Q672987) (← links)
• Tests of non-monotonic stochastic aging notions in reliability theory (Q744802) (← links)
• Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
• New bounds for the first passage, wave-length and amplitude densities (Q910841) (← links)
• Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
• Delayed-exponential approximation of a linear homogeneous diffusion model of neuron (Q1108219) (← links)
• Large finite population queueing systems: The single-server model (Q1338765) (← links)
• The first exit time of a Brownian motion from an unbounded convex domain (Q1394540) (← links)
• On integral equations arising in the first-passage problem for Brownian motion (Q1425633) (← links)
• On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function (Q1657921) (← links)
• Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities (Q1703835) (← links)
• Distribution of correlated spiking events in a population-based approach for integrate-and-fire networks (Q1704763) (← links)
• Approximations of the boundary crossing probabilities for the maximum of moving weighted sums (Q1757244) (← links)
• Testing whether failure rate changes its trend with unknown change points (Q1765670) (← links)
• On estimating the rate of return (Q1814446) (← links)
• Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
• A note on the asymptotics of lattice paths with general boundaries (Q1923401) (← links)
• Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations (Q2001260) (← links)
• A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650) (← links)
• The first exit time stochastic theory applied to estimate the life-time of a complicated system (Q2218867) (← links)
• The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032) (← links)
• On boundary crossing probabilities for diffusion processes (Q2267542) (← links)
• Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
• Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes (Q2325622) (← links)
• Indifference-Zone-Free Selection of the Best (Q2957472) (← links)
• Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← links)
• Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions (Q3155337) (← links)
• A Test for Constant Hazard Against a Change-Point Alternative (Q3168553) (← links)
• Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← links)
• Hitting-Time Densities of a Two-Dimensional Markov Process (Q3416070) (← links)
• The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
• A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
• Approximately Optimal Continuous Stopping Boundaries in a One-Sided Standard Sequential Test (Q3652763) (← links)
• Asymptotic densities of stopping times associated with tests of power one (Q3938316) (← links)
• An asymptotic expansion for one-sided Brownian exit densities (Q3949774) (← links)
• The tangent approximation to one-sided Brownian exit densities (Q3965366) (← links)
• Remarks on “boundary crossing result for brownian motion” (Q4320326) (← links)
• Estimating the Deviation from Exponentiality Under Random Censorship (Q4428263) (← links)
• A family of IDMRL tests with unknown turning point (Q4454287) (← links)
• Stochastic dominance amongst swedish income distributions (Q4512505) (← links)
• Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
• Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests (Q4609020) (← links)
• Approximating the Distribution of Maximally Selected McNemar's Statistics (Q4670437) (← links)
• On first–crossing times of one–dimensional diffusions over two time–dependent boundaries (Q4949460) (← links)
• A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (Q4979322) (← links)