A computational approach to first-passage-time problems for Gauss–Markov processes
By E. Nardo, A. G. Nobile, E. Pirozzi, L. Ricciardi. Advances in Applied Probability, 2001
131 citations recorded by the source corpus.
Subfields: Finance, Mathematical Physics, Statistical and Nonlinear Physics
View Paper: https://www.semanticscholar.org/paper/e1121e88859669973ad497eaa40c090433844630
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Citations in the corpus
- Remaining useful life estimation - A review on the statistical data driven approaches (2011, background): “Since the available numerical algorithms often require a long computation time and a large memory storage space and are not appropriate for online CBM decision support ( Nardo et al .”