Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

Author:

Konakov Valentin,Panov VladimirORCID,Piterbarg Vladimir

Funder

Russian Science Foundation

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Reference26 articles.

1. Adler, R, Taylor, J: Random Fields and Geometry. Springer Science & Business Media (2009)

2. Azaïs, J-M, Wschebor, M: The distribution of the maximum of a Gaussian process: Rice method revisited. In and Out of Equilibrium 3, 107–129 (2000)

3. Azaïs, J-M, Wschebor, M: Level Sets and Extrema of Random Processes and Fields. Wiley (2009)

4. Bai, L, Dȩbicki, K, Hashorva, E, Ji, L: Extremes of threshold-dependent Gaussian processes. Sci. Chin. Math. 61(11), 1971–2002 (2018)

5. Bai, L, Dȩbicki, K, Hashorva, E, Luo, L: On generalised Piterbarg constants. Methodol. Comput. Appl. Probab. 20, 1 (2018)

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