On the maxima of suprema of dependent Gaussian models (Q6067388): Difference between revisions

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Latest revision as of 13:34, 21 August 2024

scientific article; zbMATH DE number 7778253
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English
On the maxima of suprema of dependent Gaussian models
scientific article; zbMATH DE number 7778253

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    On the maxima of suprema of dependent Gaussian models (English)
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    14 December 2023
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    extreme value
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    self-similarity
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    Gaussian processes
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    fractional Brownian motion
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    triangular arrays
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    Pickands constant
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    Piterbarg constant
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    Identifiers

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