Phase-Type Distributions and Optimal Stopping for Autoregressive Processes (Q5388738): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:58, 9 February 2024
scientific article; zbMATH DE number 6026099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Phase-Type Distributions and Optimal Stopping for Autoregressive Processes |
scientific article; zbMATH DE number 6026099 |
Statements
Phase-Type Distributions and Optimal Stopping for Autoregressive Processes (English)
0 references
20 April 2012
0 references
autoregressive processes
0 references
threshold time
0 references
phase-type innovation
0 references
optimal stopping
0 references
