The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes
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Publication:2875256
DOI10.1080/17442508.2012.756489zbMath1316.60083OpenAlexW2075068675MaRDI QIDQ2875256
Publication date: 14 August 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2012.756489
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)
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