Estimating Finite-Time Maxima and Minima of a Stationary Gaussian Ornstein- Uhlenbeck Process by Monte Carlo Simulation
Irving I. GringortenТом:
63
Мова:
english
Журнал:
Journal of the American Statistical Association
DOI:
10.2307/2285900
Date:
December, 1968
Файл:
PDF, 951 KB
english, 1968