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

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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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