Approximations of the boundary crossing probabilities for the maximum of moving weighted sums
Crossref DOI link: https://doi.org/10.1007/s00362-018-1015-z
Published Online: 2018-06-18
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Noonan, Jack
Zhigljavsky, Anatoly
Funding for this research was provided by:
Cardiff University
Text and Data Mining valid from 2018-06-18
Article History
Received: 12 February 2018
Revised: 5 May 2018
First Online: 18 June 2018