Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval
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Publication:5082731
DOI10.1080/03610918.2019.1612433zbMath1497.60112arXiv1904.02961OpenAlexW2996285398WikidataQ127739181 ScholiaQ127739181MaRDI QIDQ5082731
Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.02961
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