On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter (Q1990032): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:29, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter |
scientific article |
Statements
On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter (English)
0 references
24 October 2018
0 references
fractional Brownian motion
0 references
maxima
0 references
discrete sampling
0 references
normal approximation
0 references