On the first zero of an empirical characteristic function

DOI10.2307/3214494zbMath0744.60017OpenAlexW2317441013MaRDI QIDQ3980528

H. Bräker, Juerg Hüsler

Publication date: 26 June 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214494

zbMATH Keywords

Gaussian processcharacteristic functionGumbel lawGumbel extreme value distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Characteristic functions; other transforms (60E10)

Related Items (3)

A note on extreme values of locally stationary Gaussian processes ⋮ On optimal uniform deconvolution ⋮ On decaying rate of quantum states

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