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- W2809075763 abstract "We study approximations of boundary crossing probabilities for the maximum of moving weighted sums of i.i.d. random variables. We consider a particular case of weights obtained from a trapezoidal weight function which, under certain parameter choices, can also result in an unweighted sum. We demonstrate that the approximations based on classical results of extreme value theory provide some scope for improvement, particularly for a range of values required in practical applications." @default.
- W2809075763 created "2018-06-29" @default.
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- W2809075763 date "2018-06-18" @default.
- W2809075763 modified "2023-10-17" @default.
- W2809075763 title "Approximations of the boundary crossing probabilities for the maximum of moving weighted sums" @default.
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- W2809075763 doi "https://doi.org/10.1007/s00362-018-1015-z" @default.
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