Remarks on Pickands theorem

zbMath1393.60035arXiv0904.3832MaRDI QIDQ4578303

Zbigniew Michna

Publication date: 8 August 2018

Full work available at URL: https://arxiv.org/abs/0904.3832

zbMATH Keywords

fractional Brownian motionstationary Gaussian processPickands constantsupremum of a process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Extreme value theory; extremal stochastic processes (60G70)

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