Extremes of Gaussian random fields with regularly varying dependence structure

Author:

Dȩbicki Krzysztof,Hashorva Enkelejd,Liu Peng

Funder

Swiss national science foundation

NCN

Publisher

Springer Science and Business Media LLC

Subject

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

Reference45 articles.

1. Adler, R., Taylor, J.: Random fields and geometry. Springer Monographs in Mathematics. Springer, New York (2007)

2. Arendarczyk, M.: On the asymptotics of supremum distribution for some iterated processes, Extremes. doi: 10.1007/s10687-016-0272-2 (2016)

3. Azaïs, J., Wschebor, M.: Level sets and extrema of random processes and fields. Wiley, Hoboken, NJ (2009)

4. Azmoodeh, E., Sottinen, T., Viitasaari, L., Yazigi, A.: Necessary and sufficient conditions for Hölder continuity of Gaussian processes. Statist. Probab. Lett. 94, 230–235 (2014)

5. Berman, S.: Sojourns and extremes of stochastic processes. The Wadsworth & Brooks/Cole Statistics/Probability Series. Wadsworth & Brooks/Cole Advanced Books & Software, Grove, CA (1992)

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