A First-Passage-Time Problem for Symmetric and Similar Two-Dimensional Birth-Death Processes

By Crescenzo Antonio Di   Martinucci Barbara  

Stochastic Models, Vol. 24, Iss. 3, 2008-07 ,pp. : 451-469

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Direct Approach to a First-Passage Problem with Applications in Risk Theory

By Landriault David  

Stochastic Models, Vol. 27, Iss. 3, 2011-07 ,pp. : 388-406

Taylor & Francis Ltd

Access to resources Recommend Favorite

Identifying the time of step change in the mean of autocorrelated processes

By Perry Marcus  

Journal of Applied Statistics, Vol. 37, Iss. 1, 2010-01 ,pp. : 119-136

Taylor & Francis Ltd

Access to resources Recommend Favorite

On a First-Passage-Time Problem for the Compound Power-Law Process

By Crescenzo Antonio Di   Martinucci Barbara  

Stochastic Models, Vol. 25, Iss. 3, 2009-07 ,pp. : 420-435

Taylor & Francis Ltd

Access to resources Recommend Favorite

On the connection between orthant probabilities and the first passage time problem

By Nardo E.  

Journal of Statistical Computation and Simulation, Vol. 75, Iss. 6, 2005-06 ,pp. : 437-445

Taylor & Francis Ltd

Access to resources Recommend Favorite