Extremes of stationary Gaussian storage models (Q291407): Difference between revisions
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Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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Property / Mathematics Subject Classification ID: 60G15 / rank | |||
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Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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Property / zbMATH DE Number: 6589923 / rank | |||
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stationary Gaussian storage model | |||
Property / zbMATH Keywords: stationary Gaussian storage model / rank | |||
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extremes | |||
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asymptotics | |||
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Pickands constant | |||
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strong Piterbarg property | |||
Property / zbMATH Keywords: strong Piterbarg property / rank | |||
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Revision as of 20:52, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Extremes of stationary Gaussian storage models |
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Statements
Extremes of stationary Gaussian storage models (English)
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7 June 2016
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stationary Gaussian storage model
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extremes
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asymptotics
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Pickands constant
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strong Piterbarg property
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