On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter (Q1990032): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1802.03496 / rank | |||
Normal rank | |||
Revision as of 00:31, 19 April 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
