Cited by 2
Simulation paradoxes related to a fractional Brownian motion with small Hurst index

High Excursions of Gaussian Nonstationary Processes in Discrete Time
I. A. Kozik, V. I. Piterbarg
Journal:  Journal of Mathematical Sciences Volume 253, Issue 6 (2021), p. 867
High Excursions of Gaussian Nonstationary Processes in Discrete Time
I. A. Kozik, V. I. Piterbarg
Journal:  Journal of Mathematical Sciences Volume 253, Issue 6 (2021), p. 867