Extremes of Gaussian chaos processes with trend

DOI10.1016/j.jmaa.2019.01.026zbMath1419.60031arXiv1807.00520OpenAlexW2962803457WikidataQ128596769 ScholiaQ128596769MaRDI QIDQ2633360

Long Bai

Publication date: 8 May 2019

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.00520

zbMATH Keywords

asymptotic methodsPickands constantGaussian chaosgaussian vector processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

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Cites Work

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