On the speed of convergence of discrete Pickands constants to continuous ones (Q7020347)
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scientific article; zbMATH DE number 7991324
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| English | On the speed of convergence of discrete Pickands constants to continuous ones |
scientific article; zbMATH DE number 7991324 |
Statements
On the speed of convergence of discrete Pickands constants to continuous ones (English)
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4 March 2025
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fractional Brownian motion
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Pickands constants
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Monte Carlo simulation
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discretization error
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