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Some limit results on supremum of Shepp statistics for fractional Brownian motion
Tan, Zhong-quan, Chen, YangVolume:
31
Language:
english
Journal:
Applied Mathematics-A Journal of Chinese Universities
DOI:
10.1007/s11766-016-3417-9
Date:
September, 2016
File:
PDF, 229 KB
english, 2016