Some Properties of Generalized Pickands Constants

DOI10.1137/S0040585X97981755zbMath1089.60035MaRDI QIDQ5472379

Krzysztof Dȩbicki

Publication date: 9 June 2006

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionGaussian processextremesexact asymptotics

Mathematics Subject Classification ID

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

Related Items (8)

On the continuity of Pickands constants ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ On asymptotic constants in the theory of extremes for Gaussian processes ⋮ Generalized Pickands constants and stationary max-stable processes ⋮ On Berman functions ⋮ On generalised Piterbarg constants ⋮ Remarks on Pickands theorem ⋮ A note on upper estimates for Pickands constants

This page was built for publication: Some Properties of Generalized Pickands Constants