Optimal prediction of catastrophes with applications to Gaussian processes
type: Item
instance of: scholarly article
title: Optimal prediction of catastrophes with applications to Gaussian processes
zbMATH Open document ID: 0441.62086
published in: The Annals of Probability
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 3688546
zbMATH Keywords: optimal prediction of catastrophes
zbMATH Keywords: Gaussian processes
zbMATH Keywords: Palm measure
zbMATH Keywords: horizontal window conditioning
zbMATH Keywords: model processes
zbMATH Keywords: level crossings
author: Jacques de Maré
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176994670
OpenAlex ID: W2078354620
DOI: 10.1214/AOP/1176994670
description: scientific article; zbMATH DE number 3688546