Saddlepoint approximations for stochastic processes with truncated cumulant generating functions

IMA Journal of Mathemathics Applied in Medicine and Biology

Volumn 15, Issue 1, 1998, Pages 41-52

  Renshaw, Eric ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Cumulants; Logistic; Power law processes; Saddlepoint approximation; Tail probabilities; Truncation

Indexed keywords

ARTICLE; NONLINEAR SYSTEM; POPULATION DYNAMICS; STATISTICAL MODEL; STATISTICS; STOCHASTIC MODEL;

COMPUTATIONAL COMPLEXITY; DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

CUMULANT GENERATING FUNCTIONS; CUMULANTS; KOLMOGOROV; LOGISTICS PROCESS; POWER LAW PROCESS; POWER-LAW; SADDLE-POINT APPROXIMATION; SIMPLE++; TAIL PROBABILITY; TRUNCATION;

RANDOM PROCESSES;

EID: 0031747972     PISSN: 02650746     EISSN: None     Source Type: Journal    
DOI: 10.1093/imammb/15.1.41     Document Type: Article

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