Large deviations of Shepp statistics for fractional Brownian motion


Autoria(s): Hashorva E.; Tan Z.
Data(s)

2013

Identificador

http://serval.unil.ch/?id=serval:BIB_B529358D3324

isbn:0167-7152 (Print)

doi:10.1016/j.spl.2013.06.013

http://my.unil.ch/serval/document/BIB_B529358D3324.pdf

http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_B529358D33248

Idioma(s)

en

Direitos

info:eu-repo/semantics/openAccess

Fonte

Statistics & Probability Letters, vol. 83, no. 10, pp. 2242-2247

Tipo

info:eu-repo/semantics/article

article