Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
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Publication:2447697
DOI10.1016/j.spa.2013.03.009zbMath1291.60107MaRDI QIDQ2447697
Enkelejd Hashorva, Zhongquan Tan
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.03.009
limit theorems; \(\chi\)-process; piterbarg inequality; Piterbarg theorem for \(\chi\)-processes; Seleznjev \(p\)th-mean approximation theorem
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