Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758)
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scientific article; zbMATH DE number 6638910
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| English | Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances |
scientific article; zbMATH DE number 6638910 |
Statements
Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (English)
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14 October 2016
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fractional Brownian motion
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\(\alpha(t)\)-locally stationary
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Pickands constants
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Gaussian process
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0.8401221036911011
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0.8328148722648621
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0.7939109206199646
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0.792159914970398
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0.7833218574523926
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