ON WIENER-HOPF FACTORIZATION AND THE DISTRIBUTION OF EXTREMA FOR CERTAIN STABLE PROCESSES

被引:26
作者
DONEY, RA
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D O I
10.1214/aop/1176991981
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:1352 / 1362
页数:11
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