Sequential estimation of a threshold crossing time for a Gaussian random walk through correlated observations (Q375953)
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scientific article; zbMATH DE number 6221874
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| English | Sequential estimation of a threshold crossing time for a Gaussian random walk through correlated observations |
scientific article; zbMATH DE number 6221874 |
Statements
Sequential estimation of a threshold crossing time for a Gaussian random walk through correlated observations (English)
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1 November 2013
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0.8483150601387024
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0.8336964249610901
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0.7055412530899048
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0.7015823721885681
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0.7014599442481995
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