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Remarks on Pickands theorem - MaRDI portal

Remarks on Pickands theorem (Q4578303)

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scientific article; zbMATH DE number 6914920
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English
Remarks on Pickands theorem
scientific article; zbMATH DE number 6914920

    Statements

    author
    Zbigniew Michna
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    publication date
    8 August 2018
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    zbMATH Keywords
    stationary Gaussian process
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    supremum of a process
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    Pickands constant
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    fractional Brownian motion
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    arXiv classification
    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G70
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    60G22
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    zbMATH DE Number
    6914920
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    arXiv ID
    0904.3832
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