Extremes of Gaussian processes with a smooth random variance

Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina (2011). Extremes of Gaussian processes with a smooth random variance. Stochastic processes and their applications, 121(11), pp. 2592-2605. Amsterdam: Elsevier 10.1016/j.spa.2011.06.006

Full text not available from this repository.

Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Hüsler, Rudolf Jürg, Piterbarg, Vladimir

ISSN:

0304-4149

Publisher:

Elsevier

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

04 Oct 2013 14:24

Last Modified:

05 Dec 2022 14:07

Publisher DOI:

10.1016/j.spa.2011.06.006

Web of Science ID:

000295743500007

URI:

https://boris.unibe.ch/id/eprint/8530 (FactScience: 214109)

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