Extreme value analysis of optimal level-crossing prediction for linear Gaussian processes (Q5397935)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6261439
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extreme value analysis of optimal level-crossing prediction for linear Gaussian processes |
scientific article; zbMATH DE number 6261439 |
Statements
Extreme value analysis of optimal level‐crossing prediction for linear Gaussian processes (English)
0 references
25 February 2014
0 references
alarm systems
0 references
approximation methods
0 references
Kalman filtering
0 references
level-crossing problems
0 references
prediction methods
0 references
0 references
0.77303147315979
0 references
0.7249143719673157
0 references
0.7188718914985657
0 references
0.7107319831848145
0 references
