Extremes of vector-valued Gaussian processes with Trend

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Serval ID
serval:BIB_807E8ED93084
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Extremes of vector-valued Gaussian processes with Trend
Journal
Journal of Mathematical Analysis and Applications
Author(s)
Bai L., Dȩbicki K., Liu P.
ISSN
0022-247X
Publication state
Published
Issued date
09/2018
Peer-reviewed
Oui
Volume
465
Number
1
Pages
47-74
Language
english
Keywords
Vector-valued, Gaussian process, Extremes, Conjunction, Piterbarg constant, Pickands constant
OAI-PMH
oai:serval.unil.ch:BIB_807E8ED93084
DOI
10.1016/j.jmaa.2018.04.069
Create date
25/05/2018 22:52
Last modification date
20/08/2019 15:41
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