Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
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Publication:2393662
DOI10.1007/s10986-013-9196-6zbMath1274.60121MaRDI QIDQ2393662
Zhongquan Tan, Enkelejd Hashorva
Publication date: 8 August 2013
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://serval.unil.ch/resource/serval:BIB_BB0C85967FF9.P001/REF.pdf
Gaussian processes; strong dependence; Pickands constant; exact tail asymptotics; supremum over a random interval
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