Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some limit results on supremum of Shepp statistics for fractional Brownian motion |
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Some limit results on supremum of Shepp statistics for fractional Brownian motion (English)
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14 July 2017
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extremes
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Shepp statistics
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fractional Brownian motion
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exact asymptotic
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almost sure limit theorem
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