Extreme value analysis of optimal level‐crossing prediction for linear Gaussian processes (Q5397935)
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scientific article; zbMATH DE number 6261439
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English | Extreme value analysis of optimal level‐crossing prediction for linear Gaussian processes |
scientific article; zbMATH DE number 6261439 |
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Extreme value analysis of optimal level‐crossing prediction for linear Gaussian processes (English)
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25 February 2014
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alarm systems
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approximation methods
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Kalman filtering
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level-crossing problems
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prediction methods
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