Extremes of locally stationary chi-square processes with trend (Q730347)
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English | Extremes of locally stationary chi-square processes with trend |
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Extremes of locally stationary chi-square processes with trend (English)
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27 December 2016
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extremes
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tail asymptotics
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chi-square processes
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Brownian bridge
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Bessel process
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fractional Brownian motion
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generalized Kolmogorov-Dvoretsky-Erdős integral test
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Pickands constant
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Slepian's lemma
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