Extremes of stationary Gaussian storage models (Q291407)
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scientific article; zbMATH DE number 6589923
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| English | Extremes of stationary Gaussian storage models |
scientific article; zbMATH DE number 6589923 |
Statements
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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0.8068519830703735
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0.8058556318283081
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0.7945481538772583
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0.7815616130828857
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0.7793315649032593
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