DOI10.1007/s11009-019-09754-0zbMath1460.60021MaRDI QIDQ2218838
Hong Zhang, Chengxiu Ling
Publication date: 18 January 2021 Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/s11009-019-09754-0
zbMATH Keywords
fractional Brownian motion; Gaussian process; sojourn time; Berman constants
Mathematics Subject Classification ID
60G15: Gaussian processes
60G70: Extreme value theory; extremal stochastic processes