Extremes of standard multifractional Brownian motion
Details
Serval ID
serval:BIB_11FFBCC12183
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Extremes of standard multifractional Brownian motion
Journal
Statistics & Probability Letters
ISSN
0167-7152
Publication state
Published
Issued date
04/2020
Volume
159
Pages
Article 108697
Language
english
Keywords
Statistics, Probability and Uncertainty, Statistics and Probability
Funding(s)
Swiss National Science Foundation / 200021-175752
Create date
21/01/2020 21:54
Last modification date
22/01/2020 6:19