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Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval
Li, Kexuan, Polunchenko, Aleksey S., Pepelyshev, AndreyLanguage:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2019.1612433
Date:
June, 2019
File:
PDF, 2.59 MB
english, 2019