On the tail asymptotics of supremum of stationary χ-processes with random trend

DOI10.2298/FIL2014747PzbMath1499.60109MaRDI QIDQ5081368

Goran Popivoda, Siniša Stamatović

Publication date: 14 June 2022

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

Gaussian processrandom trend\(\chi\)-process with \(n\) degrees of freedom

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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• Level Sets and Extrema of Random Processes and Fields
• Extremes of Gaussian processes with a smooth random trend
• Extremes of Chi-square Processes with Trend

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