[HTML][HTML] On the empirical estimator of the boundary in inverse first-exit problems
S Gür, K Pötzelberger - Computational Statistics, 2021 - Springer
First-exit problems for the Brownian motion (W (t)) or general diffusion processes, have
important applications. Given a boundary b (t), the distribution of the first-exit time τ τ has to …
important applications. Given a boundary b (t), the distribution of the first-exit time τ τ has to …
On the empirical estimator of the boundary in inverse first-exit problems
S Gür, K Pötzelberger - Computational Statistics, 2021 - econpapers.repec.org
First-exit problems for the Brownian motion (W (t)) or general diffusion processes, have
important applications. Given a boundary b (t), the distribution of the first-exit time $$\tau $$ τ …
important applications. Given a boundary b (t), the distribution of the first-exit time $$\tau $$ τ …
[PDF][PDF] On the empirical estimator of the boundary in inverse first-exit problems
S Gür, K Pötzelberger - 2020 - core.ac.uk
First-exit problems for the Brownian motion (W (t)) or general diffusion processes, have
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
On the empirical estimator of the boundary in inverse first-exit problems
K Pötzelberger, S Gür - Computational Statistics, 2021 - research.wu.ac.at
First-exit problems for the Brownian motion (W (t)) or general diffusion processes, have
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
On the empirical estimator of the boundary in inverse first-exit problems
G Sercan, P Klaus - Computational Statistics, 2021 - search.proquest.com
First-exit problems for the Brownian motion (W (t)) or general diffusion processes, have
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
On the empirical estimator of the boundary in inverse first-exit problems.
S Gür, K Pötzelberger - Computational Statistics, 2021 - search.ebscohost.com
First-exit problems for the Brownian motion (W (t)) or general diffusion processes, have
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
On the empirical estimator of the boundary in inverse first-exit problems
S Gür, K Pötzelberger - Computational Statistics, 2021 - dl.acm.org
First-exit problems for the Brownian motion (W (t)) or general diffusion processes, have
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
important applications. Given a boundary b (t), the distribution of the first-exit time τ has to be …
On the empirical estimator of the boundary in inverse first-exit problems
S Gür, K Pötzelberger - Computational Statistics, 2021 - ideas.repec.org
First-exit problems for the Brownian motion (W (t)) or general diffusion processes, have
important applications. Given a boundary b (t), the distribution of the first-exit time $$\tau $$ τ …
important applications. Given a boundary b (t), the distribution of the first-exit time $$\tau $$ τ …