A Bound on the Expected Overshoot for some Concave Boundaries.
Albrecht Irle; Vladimir Ivanovich Lotov
Metrika (1997)
- Volume: 46, Issue: 3, page 253-268
- ISSN: 0026-1335; 1435-926X/e
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topIrle, Albrecht, and Lotov, Vladimir Ivanovich. "A Bound on the Expected Overshoot for some Concave Boundaries.." Metrika 46.3 (1997): 253-268. <http://eudml.org/doc/186260>.
@article{Irle1997,
author = {Irle, Albrecht, Lotov, Vladimir Ivanovich},
journal = {Metrika},
keywords = {Nagaev-Fuk's inequality; stopping time; overshoot; Chebyshev's inequality; Fuk's inequality; Lorden's inequality},
number = {3},
pages = {253-268},
title = {A Bound on the Expected Overshoot for some Concave Boundaries.},
url = {http://eudml.org/doc/186260},
volume = {46},
year = {1997},
}
TY - JOUR
AU - Irle, Albrecht
AU - Lotov, Vladimir Ivanovich
TI - A Bound on the Expected Overshoot for some Concave Boundaries.
JO - Metrika
PY - 1997
VL - 46
IS - 3
SP - 253
EP - 268
KW - Nagaev-Fuk's inequality; stopping time; overshoot; Chebyshev's inequality; Fuk's inequality; Lorden's inequality
UR - http://eudml.org/doc/186260
ER -
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