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

Li, Kexian, Polunchenko, Aleksey and Pepelyshev, Andrey 2019. Analytic evaluation of the fractional moments for the quasi-stationary distribution of the shiryaev martingale on an interval. Communications in Statistics - Simulation and Computation , -.
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Item Type: Article
Status: In Press
Schools: Mathematics
Publisher: Taylor & Francis
ISSN: 0361-0918
Date of First Compliant Deposit: 16 April 2019
Date of Acceptance: 16 April 2019
Last Modified: 17 Apr 2019 10:45
URI: http://orca.cf.ac.uk/id/eprint/121826

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