Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738)
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scientific article; zbMATH DE number 5365970
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| English | Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes |
scientific article; zbMATH DE number 5365970 |
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Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (English)
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14 November 2008
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exact asymptotics
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Gaussian process
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local stationarity
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multifractional Brownian motion
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0.8489640355110168
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0.8328148722648621
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0.8208491206169128
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0.8173490762710571
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0.8164651989936829
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