Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes

DOI10.1007/BF01139955zbMath0553.60043OpenAlexW2041336016MaRDI QIDQ802200

I. Eh. Simonova, Vladimir I. Piterbarg

Publication date: 1984

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01139955

zbMATH Keywords

asymptotic expansions

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10)

Related Items (1)

Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

Cites Work

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