On Generalised Piterbarg Constants

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Serval ID
serval:BIB_4B8B54BB45FC
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
On Generalised Piterbarg Constants
Journal
Methodology and Computing in Applied Probability
Author(s)
Bai L., Debicki K., Hashorva E., Luo L.
ISSN
1387-5841
1573-7713
Publication state
Published
Issued date
03/2018
Peer-reviewed
Oui
Volume
20
Number
1
Pages
137-164
Language
english
Keywords
Pickands constants, Piterbarg constants, Gaussian process, Extremes, Exact asymptotics, Brown-Resnick stationarity, Statistics and Probability, General Mathematics, Statistics and Probability, General Mathematics
OAI-PMH
oai:serval.unil.ch:BIB_4B8B54BB45FC
DOI
10.1007/s11009-016-9537-0
Create date
22/12/2016 19:38
Last modification date
21/08/2019 6:12
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