Extreme values and high boundary crossings of locally stationary Gaussian processes

DOI10.1214/aop/1176990739zbMath0726.60026OpenAlexW2046445795MaRDI QIDQ804073

Juerg Hüsler

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990739

zbMATH Keywords

extreme valuesGaussian processasymptotic distributionslocally stationarysmoothness conditionsboundary crossings

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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