Cutoff phenomenon for the maximum of a sampling of Ornstein–Uhlenbeck processes
Work
Year: 2020
Type: article
Source: Statistics & Probability Letters
Author Gerardo Barrera
Institution University of Helsinki
Cites: 13
Cited by: 2
Related to: 10
FWCI:
Citation percentile (by year/subfield): 49.42
Subfield: Finance
Domain: Social Sciences
Open Access status: green