Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983)
From MaRDI portal
scientific article; zbMATH DE number 6460264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids |
scientific article; zbMATH DE number 6460264 |
Statements
Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (English)
0 references
20 July 2015
0 references
Piterbarg's max-discretization theorem
0 references
limiting distribution
0 references
Piterbarg distribution
0 references
Pickands constant
0 references
extremes of Gaussian processes
0 references
Gumbel limit law
0 references
Berman condition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
