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serval:BIB_B529358D3324
Large deviations of Shepp statistics for fractional Brownian motion
10.1016/j.spl.2013.06.013
000324078200016
Hashorva
E.
author
Tan
Z.
author
article
2013
Statistics & Probability Letters
0167-7152
journal
83
10
2242-2247
Shepp statistics
Scan statistics
Exact asymptotics
Extremes
Fractional Brownian motion
eng
60_published
peer-reviewed
https://serval.unil.ch/notice/serval:BIB_B529358D3324
https://serval.unil.ch/resource/serval:BIB_B529358D3324.P001/REF.pdf
http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_B529358D33248
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