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Kernel Method for Stationary Tails: From Discrete to Continuous - MaRDI portal

Kernel Method for Stationary Tails: From Discrete to Continuous (Q5272953)

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scientific article; zbMATH DE number 6739849
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Kernel Method for Stationary Tails: From Discrete to Continuous
scientific article; zbMATH DE number 6739849

    Statements

    title
    Kernel Method for Stationary Tails: From Discrete to Continuous (English)
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    author
    Hongshuai Dai
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    Yiqiang Q. Zhao
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    Donald A. Dawson
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    publication date
    5 July 2017
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    zbMATH Keywords
    random walks
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    kernel method
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    semimartingale reflecting Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    60G50
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    60G10
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    60J65
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    zbMATH DE Number
    6739849
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    OpenAlex ID
    W2463311027
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