Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
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Publication:1193403
DOI10.1016/0304-4149(92)90030-TzbMath0757.60025OpenAlexW1992283765MaRDI QIDQ1193403
Publication date: 27 September 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(92)90030-t
suprema of processesGaussian processes in Hilbert spacestochastically differentiable stationary process
Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)
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