Vertices of the least concave majorant of Brownian motion with parabolic drift (Q428582): Difference between revisions
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Property / author: Piet Groeneboom / rank | |||
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Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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Property / zbMATH DE Number: 6049140 / rank | |||
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Brownian motion | |||
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parabolic drift | |||
Property / zbMATH Keywords: parabolic drift / rank | |||
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number of vertices | |||
Property / zbMATH Keywords: number of vertices / rank | |||
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concave majorant | |||
Property / zbMATH Keywords: concave majorant / rank | |||
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Airy functions | |||
Property / zbMATH Keywords: Airy functions / rank | |||
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jump processes | |||
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Grenander estimator | |||
Property / zbMATH Keywords: Grenander estimator / rank | |||
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Revision as of 23:20, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Vertices of the least concave majorant of Brownian motion with parabolic drift |
scientific article |
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Vertices of the least concave majorant of Brownian motion with parabolic drift (English)
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22 June 2012
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Brownian motion
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parabolic drift
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number of vertices
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concave majorant
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Airy functions
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jump processes
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Grenander estimator
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