Extremes of Gaussian processes with maximal variance near the boundary points

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Serval ID
serval:BIB_114CFB96394B
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
Extremes of Gaussian processes with maximal variance near the boundary points
Journal
Methodology and Computing in Applied Probability
Author(s)
Hashorva E., Hüsler J.
ISSN
1387-5841
Publication state
Published
Issued date
2000
Peer-reviewed
Oui
Volume
2
Number
3
Pages
255-269
Language
english
Keywords
Extreme values, Gaussian process, Nonconstant variance, Unique maximum variance point, Crossing of a boundary, Ornstein-Uhlenbeck process
DOI
10.1023/A:1010029228490
Create date
03/09/2010 11:22
Last modification date
20/08/2019 12:38
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