Extremes of stationary Gaussian storage models (Q291407): Difference between revisions

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Latest revision as of 13:31, 9 December 2024

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Extremes of stationary Gaussian storage models
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    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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