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19932026
most citedCharacterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series

53 citations · 65 across the 13 of their papers we have counts for

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stat.ME2012★ 3 cited

From Boundary Crossing of Non-Random Functions to Boundary Crossing of Stochastic Processes

Mark Brown, Victor de la Pena, Tony Sit

One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of…