scientific article; zbMATH DE number 1001915

MaRDI QIDQ3129786zbMATH OpenFDO

Authors Sándor Csörgő, Jan Mielniczuk

Publication date 28 May 1997

zbMATH Keywords

fractional Brownian motionkernel regression estimatorGumbel extreme-value distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65)

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