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

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    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
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

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