Extremes of a certain class of Gaussian processes

Author:

Hüsler J.,Piterbarg V.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference7 articles.

1. Bräker, H.U., 1993. High boundary excursions of locally stationary Gaussian processes. Ph.D. Thesis, University of Bern.

2. Bräker, H.U., 1995. High boundary excursions of locally stationary Gaussian processes. Proceedings of the Conference on Extreme Value Theory and Applications, Gaithersburg, MA, vol. 3, NIST special publ. 866, 1993, pp. 69–74.

3. Geluk, J.L., de Haan, L.F.M., 1997. Stable Probability and their Domains of Attraction. Discussion paper TI 97-089/4, Tinbergen Institute Rotterdam.

4. Gnedenko, B.V., Korol'uk, V.S., 1950. Some remarks on the theory of domains of attraction of stable distributions (in Russian). Dokl. Akad. Nauk Ukrain. SSR 4, 275–278.

5. Leadbetter, M.R., Lindgren, G., Rootzén, H., 1983. Extremes and Related Properties of Random Sequences and Processes, Springer Series in Statistics. Springer, Berlin.

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