A new proof of an old result by Pickands

DOI10.1214/ECP.v15-1566zbMath1227.60068OpenAlexW2111965760MaRDI QIDQ638210

J. M. P. Albin, Hyemi Choi

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle0c32.html

zbMATH Keywords

stationary Gaussian processextremesPickands constant

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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