On the maxima of suprema of dependent Gaussian models (Q6067388)
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scientific article; zbMATH DE number 7778253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maxima of suprema of dependent Gaussian models |
scientific article; zbMATH DE number 7778253 |
Statements
On the maxima of suprema of dependent Gaussian models (English)
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14 December 2023
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extreme value
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self-similarity
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Gaussian processes
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fractional Brownian motion
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triangular arrays
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Pickands constant
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Piterbarg constant
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