A simulation procedure of stationary normal processes with oscillatory covariances is implemented to estimate first passage time densities through pairs of smooth boundaries, a constant and a periodic one. Through the performed simulations, conclusions are drawn on the effects of the periodic components of covariances and boundaries.

Evaluation of first passage time densities for normal processes via a simulation procedure / E., DI NARDO; Pirozzi, Enrica; Ricciardi, LUIGI MARIA; Rinaldi, Silvana. - STAMPA. - (1996), pp. 55-60. (Intervento presentato al convegno ISCS'96 tenutosi a Roma nel 18-19 Dicembre 1996).

Evaluation of first passage time densities for normal processes via a simulation procedure

PIROZZI, ENRICA;RICCIARDI, LUIGI MARIA;RINALDI, SILVANA
1996

Abstract

A simulation procedure of stationary normal processes with oscillatory covariances is implemented to estimate first passage time densities through pairs of smooth boundaries, a constant and a periodic one. Through the performed simulations, conclusions are drawn on the effects of the periodic components of covariances and boundaries.
1996
Evaluation of first passage time densities for normal processes via a simulation procedure / E., DI NARDO; Pirozzi, Enrica; Ricciardi, LUIGI MARIA; Rinaldi, Silvana. - STAMPA. - (1996), pp. 55-60. (Intervento presentato al convegno ISCS'96 tenutosi a Roma nel 18-19 Dicembre 1996).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/191059
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