On extreme value theory for group stationary Gaussian processes

DOI10.1051/ps/2018002zbMath1405.60035OpenAlexW2783708596MaRDI QIDQ4615427

Patrik Albin

Publication date: 28 January 2019

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2018002

zbMATH Keywords

Gaussian processstationary processextreme valuesojourn

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

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