//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational Statistics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Pickands constant"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Fractional Brownian motion
1
Monte Carlo method
1
Pickands constant
1
first passage time
1
simulation of ruin probability
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Michna, Zbigniew
1
Published in...
All
Computational Statistics
HSC Research Reports
1
Mathematical Methods of Operations Research
1
Statistics & Probability Letters
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On tail probabilities and first passage times for fractional Brownian motion
Michna, Zbigniew
- In:
Computational Statistics
49
(
1999
)
2
,
pp. 335-354
application of our method we numerically compute the
Pickands
constant
. Copyright Springer-Verlag Berlin Heidelberg 1999 …
Persistent link: https://www.econbiz.de/10010759583
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->