A new proof of an old result by Pickands
Author:
Affiliation:
1. Chalmers University of Technology, Sweden
2. Chonbuk National University, Korea
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://projecteuclid.org/download/pdf_1/euclid.ecp/1465243975
Cited by 23 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. On the speed of convergence of discrete Pickands constants to continuous ones;Journal of Applied Probability;2024-07-31
2. On the Asymptotic Behaviour of Superexponential Lévy Processes;ESAIM: Probability and Statistics;2023
3. The harmonic mean formula for random processes;Stochastic Analysis and Applications;2022-04-04
4. PICKANDS-PITERBARG CONSTANTS FOR SELF-SIMILAR GAUSSIAN PROCESSES;PROBAB MATH STAT-POL;2020
5. How sharp are classical approximations for statistical applications?;Latin American Journal of Probability and Mathematical Statistics;2019
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