Variance Formulae for One- and Two-Step Level-Crossings of Ellipsoidal Processes (Q5324084)
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scientific article; zbMATH DE number 5589125
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| English | Variance Formulae for One- and Two-Step Level-Crossings of Ellipsoidal Processes |
scientific article; zbMATH DE number 5589125 |
Statements
Variance Formulae for One- and Two-Step Level-Crossings of Ellipsoidal Processes (English)
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3 August 2009
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orthant probability
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scale mixtures of normals
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autoregression
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0.8619453310966492
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0.849502682685852
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0.76584792137146
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0.7465008497238159
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