Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126): Difference between revisions
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Property / zbMATH DE Number: 6652323 / rank | |||
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Gaussian processes | |||
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Orey index | |||
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concentration inequality | |||
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confidence intervals | |||
Property / zbMATH Keywords: confidence intervals / rank | |||
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fractional Ornstein-Uhlenbeck process | |||
Property / zbMATH Keywords: fractional Ornstein-Uhlenbeck process / rank | |||
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subfractional Brownian motion | |||
Property / zbMATH Keywords: subfractional Brownian motion / rank | |||
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Revision as of 05:59, 28 June 2023
scientific article
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English | Exact confidence intervals of the extended Orey index for Gaussian processes |
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Exact confidence intervals of the extended Orey index for Gaussian processes (English)
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11 November 2016
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Gaussian processes
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Orey index
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concentration inequality
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confidence intervals
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fractional Ornstein-Uhlenbeck process
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subfractional Brownian motion
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