A Correction Note on: When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process (English)
- New search for: Hieber, Peter
- New search for: Hieber, Peter
In:
Methodology and Computing in Applied Probability
;
16
, 3
;
771-776
;
2013
- Article (Journal) / Electronic Resource
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Title:A Correction Note on: When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process
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Contributors:Hieber, Peter ( author )
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Published in:Methodology and Computing in Applied Probability ; 16, 3 ; 771-776
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Publisher:
- New search for: Springer US
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Place of publication:Boston
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Publication date:2013-07-05
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Size:6 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 16, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 507
-
Max-Plus Objects to Study the Complexity of GraphsBocci, Cristiano / Chiantini, Luca / Rapallo, Fabio et al. | 2012
- 527
-
The Degree Profile in Some Classes of Random Graphs that Generalize Recursive TreesMahmoud, Hosam M. et al. | 2012
- 539
-
Approximation of Fractional Brownian Motion by MartingalesShklyar, Sergiy / Shevchenko, Georgiy / Mishura, Yuliya / Doroshenko, Vadym / Banna, Oksana et al. | 2012
- 561
-
Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational MethodsGatto, Riccardo / Baumgartner, Benjamin et al. | 2013
- 583
-
An Insurance Risk Model with Parisian Implementation DelaysLandriault, David / Renaud, Jean-François / Zhou, Xiaowen et al. | 2013
- 609
-
Strategic Asset Allocation Under a Fractional Hidden Markov ModelElliott, Robert J. / Siu, Tak Kuen et al. | 2013
- 627
-
Testing Serial Independence via Density-Based Measures of DivergenceBagnato, Luca / De Capitani, Lucio / Punzo, Antonio et al. | 2013
- 643
-
Bilateral Counterparty Risk Valuation on a CDS with a Common Shock ModelDong, Yinghui / Wang, Guojing / Yuen, Kam C. et al. | 2013
- 675
-
Stochastic Properties of Components in a Used Coherent SystemNama, M. Kelkin / Asadi, M. et al. | 2013
- 693
-
Expansions about the Gamma for the Distribution and Quantiles of a Standard EstimateWithers, Christopher S. / Nadarajah, Saralees et al. | 2013
- 715
-
The Supremum of Chi-Square ProcessesRabier, Charles-Elie / Genz, Alan et al. | 2013
- 731
-
A Response-Driven Adaptive Design Based on the Klein UrnGalbete, Arkaitz / Moler, José A. / Plo, Fernando et al. | 2013
- 747
-
Bayesian Nonparametric Inference for a Multivariate Copula FunctionWu, Juan / Wang, Xue / Walker, Stephen G. et al. | 2013
- 765
-
Interval Reliability, Corrections and Developments of “Reliability Measures of Semi-Markov Systems with General State Space”Limnios, Nikolaos et al. | 2013
- 771
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A Correction Note on: When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov ProcessHieber, Peter et al. | 2013