The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes (Q2875256): Difference between revisions

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+https://doi.org/10.1080/17442508.2012.756489
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+W2075068675
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+Sojourns and extremes of Gaussian processes
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+Asymptotic distribution of sum and maximum for Gaussian processes
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+Extreme values and high boundary crossings of locally stationary Gaussian processes
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+Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
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+Limit theorem for maximum of the storage process with fractional Brownian motion as input
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+Extremes and local dependence in stationary sequences
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+An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes
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+Asymptotic distribution for the sum and maximum of Gaussian processes
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+Limit distributions for the maxima of stationary Gaussian processes
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+Q4864754
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+Discrete and continuous time extremes of Gaussian processes
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+On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
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+On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
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+Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes
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