Extremes of locally stationary chi-square processes with trend (Q730347)

From MaRDI portal
Revision as of 23:31, 4 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Extremes of locally stationary chi-square processes with trend
scientific article

    Statements

    Extremes of locally stationary chi-square processes with trend (English)
    0 references
    0 references
    0 references
    27 December 2016
    0 references
    extremes
    0 references
    tail asymptotics
    0 references
    chi-square processes
    0 references
    Brownian bridge
    0 references
    Bessel process
    0 references
    fractional Brownian motion
    0 references
    generalized Kolmogorov-Dvoretsky-Erdős integral test
    0 references
    Pickands constant
    0 references
    Slepian's lemma
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references