Estimation of stopping times for stopped self-similar random processes
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DOI: 10.1007/s11203-020-09234-0
Abstract: Let $$X=(X_t)_{t\ge 0}$$ X = ( X t ) t ≥ 0 be a known process and T an unknown random time independent of X . Our goal is to derive the distribution of T… read more here.
Keywords: self similar; processes estimation; stopped self; stopping times ... See more keywords