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Large deviations of Shepp statistics for fractional Brownian motion - MaRDI portal

Large deviations of Shepp statistics for fractional Brownian motion (Q2435744)

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Large deviations of Shepp statistics for fractional Brownian motion
scientific article

    Statements

    title
    Large deviations of Shepp statistics for fractional Brownian motion (English)
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    author
    Enkelejd Hashorva
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    Zhongquan Tan
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    publication date
    19 February 2014
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    zbMATH Keywords
    Shepp statistics
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    scan statistics
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    exact asymptotics
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    extremes
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    fractional Brownian motion
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    cites work
    Q4350375
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    Q4864754
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    Q5651969
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    60F10
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    60G70
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    zbMATH DE Number
    6259900
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    OpenAlex ID
    W2022240965
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    arXiv ID
    1306.1998
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