On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
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Publication:2445483
DOI10.1007/s11009-012-9305-8zbMath1290.60026OpenAlexW2114312126MaRDI QIDQ2445483
Zhongquan Tan, Enkelejd Hashorva
Publication date: 14 April 2014
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://serval.unil.ch/resource/serval:BIB_EA3345D9E0C9.P001/REF.pdf
extreme valuesPiterbarg inequalityapproximation of random processesPiterbarg max-discretisation theoremstudentised maxima
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