Title of article
The supremum of a Gaussian process over a random interval
Author/Authors
Krzystof D bicki، نويسنده , , Bert Zwart، نويسنده , , Sem Borst، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2004
Pages
14
From page
221
To page
234
Keywords
Exact asymptotics , Extremes , fractional Brownian motion , regular variation , Gaussian process
Journal title
Statistics and Probability Letters
Serial Year
2004
Journal title
Statistics and Probability Letters
Record number
140319
Link To Document