External Links

Cite Key

Statistics

  • References: 0
  • Cited by: 0
  • Reviews: 0
  • Bibliographies: 0

PDF

Researchr

Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.

Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.

Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval

Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev. Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval. Communications in Statistics - Simulation and Computation, 50(9):2705-2720, 2021. [doi]

Abstract

Abstract is missing.

runs on