Distribution of the supremum location of stationary processes
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Publication:428663
DOI10.1214/EJP.v17-2069zbMath1246.60055arXiv1110.1605MaRDI QIDQ428663
Gennady Samorodnitsky, Yi Shen
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1110.1605
Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17)
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