On maxima of chi-processes over threshold dependent grids (Q5739684)
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scientific article; zbMATH DE number 6604447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On maxima of chi-processes over threshold dependent grids |
scientific article; zbMATH DE number 6604447 |
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On maxima of chi-processes over threshold dependent grids (English)
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19 July 2016
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stationary chi-processes
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maxima
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asymptotic distributions
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normal comparison lemma
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discrete-time process
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Piterbarg max-discretization theorem
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Pickands constant
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