Extremes of Shepp statistics for fractional Brownian motion
type: Item
instance of: scholarly article
title: Extremes of Shepp statistics for fractional Brownian motion
zbMATH Open document ID: 1322.60075
author: Yang Yang
author: Zhongquan Tan
published in: Science China. Mathematics
publication date: 2015-09-25T00:00:00Z
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 6485632
zbMATH Keywords: extremes
zbMATH Keywords: Shepp statistics
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: fractional Brownian field
zbMATH Keywords: exact tail asymptotics
zbMATH Keywords: Gumbel limit law
MaRDI profile type: Publication
full work available at URL: s11425-014-4945-5
OpenAlex ID: W2055046233
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DOI: 10.1007/S11425-014-4945-5
description: scientific article; zbMATH DE number 6485632