On the maxima of suprema of dependent Gaussian models
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications
Link
https://link.springer.com/content/pdf/10.1007/s11134-023-09880-0.pdf
Reference26 articles.
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3. Boulongne, P., Pierre-Loti-Viaud, D., Piterbarg, V.: On average losses in the ruin problem with fractional Brownian motion as input. Extremes 12, 77–91 (2009)
4. Dȩbicki, K., Hashorva, E.: Approximation of supremum of max-stable stationary processes & Pickands constants. J. Theoret. Probab. 33, 444–464 (2020)
5. Dȩbicki, K., Hashorva, E., Liu, P.: Extremes of Gaussian random fields with regularly varying dependence structure. Extremes 20, 333–392 (2017)
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