Estimating Durbin's approximation

DOI10.1093/BIOMET/80.3.671MaRDI QIDQ4280035zbMATH OpenOpenAlexFDO

Authors Daniel Rabinowitz

Publication date 5 June 1994

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/80.3.671

zbMATH Keywords

covariancesimultaneous confidence bandssimulation experimentslimit processesboundary crossing probabilitiescontinuous Gaussian processesDurbin's approximation

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20)

Recommendations

• scientific article; zbMATH DE number 3899863
• Approximation to the exit probability of a continuous Gaussian process over a U-shaped boundary of increasing curvature
• Approximations for the boundary crossing probabilities of moving sums of normal random variables
• Boundary crossing probabilities for locally Poisson processes
• Boundary crossing probabilities and statistical applications

Cited in

(5)

• Approximating the Distribution of Maximally Selected McNemar's Statistics
• A family of test statistics for trend change in mean residual life with unknown turning point using censored data
• Approximation to the exit probability of a continuous Gaussian process over a U-shaped boundary of increasing curvature
• scientific article; zbMATH DE number 3899863 (Why is no real title available?)
• Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities

This page was built for publication: Estimating Durbin's approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4280035)