On the connection between orthant probabilities and the first passage time problem (Q5460691): Difference between revisions

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+THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES
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+The multivariate normal distribution
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+Probability Integrals of Multivariate Normal and Multivariate $t^1$
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+A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
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+Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
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+A general reduction method for n–variate normal orthant probability
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+Anomalous diffusion in one dimension
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+First passage time distribution for anomalous diffusion
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+Time series: theory and methods.
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+Tests for Hurst effect
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+Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes
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+Fractional differencing
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+Q4154030
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