Extremes of weighted Brownian bridges in increasing dimension
type: Item
instance of: scholarly article
title: Extremes of weighted Brownian bridges in increasing dimension
zbMATH Open document ID: 1329.60032
author: Moritz Jirak
published in: Extremes
publication date: 2016-01-25T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60B12
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 6535206
zbMATH Keywords: asymptotic extreme value distribution
zbMATH Keywords: weighted Brownian bridge
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: strong approximation
describes a project that uses: GAUSSIAN
MaRDI profile type: Publication
full work available at URL: s10687-012-0147-0
OpenAlex ID: W2081546311
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DOI: 10.1007/S10687-012-0147-0
description: scientific article; zbMATH DE number 6535206