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
Keywords :
Exact asymptotics , Extremes , fractional Brownian motion , regular variation , Gaussian process
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters