Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes
type: Item
instance of: scholarly article
title: Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes
zbMATH Open document ID: 1151.60325
author: Krzysztof Dȩbicki
author: Paweł Kisowski
published in: Stochastic Processes and their Applications
publication date: 2008-11-14T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 68M20
zbMATH DE Number: 5365970
zbMATH Keywords: exact asymptotics
zbMATH Keywords: Gaussian process
zbMATH Keywords: local stationarity
zbMATH Keywords: multifractional Brownian motion
MaRDI profile type: Publication
full work available at URL: j.spa.2007.11.010
OpenAlex ID: W2058106343
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cites work: Q4864754
DOI: 10.1016/J.SPA.2007.11.010
description: scientific article; zbMATH DE number 5365970