most citedFrom Boundary Crossing of Non-Random Functions to Boundary Crossing of Stochastic Processes

3 citations · 3 across the 1 of their papers we have counts for

collaborators

1 paper

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…