Extremes of (t)-locally stationary Gaussian processes with non-constant variances
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Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances
Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances
Abstract: With motivation from K. Dc{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of -locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance functions lead to qualitatively new results.
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- scientific article; zbMATH DE number 107615 (Why is no real title available?)
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- scientific article; zbMATH DE number 3381615 (Why is no real title available?)
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Cited in
(5)- Extremes of threshold-dependent Gaussian processes
- Extremes of randomly scaled Gumbel risks
- On the extremes of a class of nonstationary processes with heavy tailed innovations
- Extremes of Gaussian processes with random variance
- Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes
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