Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938)
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scientific article; zbMATH DE number 6746128
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| English | Some limit results on supremum of Shepp statistics for fractional Brownian motion |
scientific article; zbMATH DE number 6746128 |
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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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0.894906759262085
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0.8940034508705139
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0.7965386509895325
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0.7927120327949524
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0.7711280584335327
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