Efficient computation of the cdf of the maximal difference between a Brownian bridge and its concave majorant
Balabdaoui, Fadoua, Filali, KarimVolume:
82
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2010.534481
Date:
March, 2012
File:
PDF, 342 KB
english, 2012