Pickands-Piterbarg constants for self-similar Gaussian processes
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Publication:4999838
zbMath1472.60063arXiv1902.11240MaRDI QIDQ4999838
Kamil Tabiś, Krzysztof Dȩbicki
Publication date: 2 July 2021
Full work available at URL: https://arxiv.org/abs/1902.11240
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18)
Related Items (3)
On the maxima of suprema of dependent Gaussian models ⋮ On the speed of convergence of Piterbarg constants ⋮ Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
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