Extremes of Shepp statistics for fractional Brownian motion (Q498134): Difference between revisions

@@ Property / author @@
+Yang Yang
@@ Property / author: Yang Yang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 60G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 60G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6485632
@@ Property / zbMATH DE Number: 6485632 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extremes
@@ Property / zbMATH Keywords: extremes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Shepp statistics
@@ Property / zbMATH Keywords: Shepp statistics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Brownian motion
@@ Property / zbMATH Keywords: fractional Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Brownian field
@@ Property / zbMATH Keywords: fractional Brownian field / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exact tail asymptotics
@@ Property / zbMATH Keywords: exact tail asymptotics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gumbel limit law
@@ Property / zbMATH Keywords: Gumbel limit law / rank @@
+Normal rank

Extremes of Shepp statistics for fractional Brownian motion (Q498134): Difference between revisions

Revision as of 23:35, 30 June 2023

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