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 :
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