Extremes of stationary Gaussian storage models (Q291407)

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Extremes of stationary Gaussian storage models
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    title
    Extremes of stationary Gaussian storage models (English)
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    author
    Krzysztof Dȩbicki
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    Peng Liu
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    published in
    Extremes
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    publication date
    7 June 2016
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    Mathematics Subject Classification ID
    60G70
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    60F10
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    60G15
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    60G10
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    zbMATH DE Number
    6589923
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    zbMATH Keywords
    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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