Extremes of Gaussian processes with random variance

Hüsler, Jürg; Piterbarg, Vladimir; Zhang, Yueming (2011). Extremes of Gaussian processes with random variance. Electronic journal of probability, 16(45), pp. 1254-1280. Shaker Heights, Ohio: Institute of Mathematical Statistics 10.1214/EJP.v16-904

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, Zhang, Yueming
ISSN:	1083-6489
Publisher:	Institute of Mathematical Statistics
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 14:24
Last Modified:	05 Dec 2022 14:07
Publisher DOI:	10.1214/EJP.v16-904
Web of Science ID:	000293024900001
URI:	https://boris.unibe.ch/id/eprint/8531 (FactScience: 214110)