On probability of high extremes of Gaussian fields with a smooth random trend
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DOI: 10.1016/j.spl.2018.11.025
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- Hüsler, J. & Piterbarg, V., 1999. "Extremes of a certain class of Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 83(2), pages 257-271, October.
- Liu, Peng & Ji, Lanpeng, 2017. "Extremes of locally stationary chi-square processes with trend," Stochastic Processes and their Applications, Elsevier, vol. 127(2), pages 497-525.
- Hashorva, Enkelejd, 2015. "Extremes of aggregated Dirichlet risks," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 334-345.
- Enkelejd Hashorva & Anthony G. Pakes & Qihe Tang, 2010. "Asymptotics of Random Contractions," Papers 1008.0126, arXiv.org.
- Hashorva, Enkelejd & Pakes, Anthony G. & Tang, Qihe, 2010. "Asymptotics of random contractions," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 405-414, December.
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Cited by:
- Goran Popivoda & Siniša Stamatović, 2024. "Sojourn Times of Gaussian Processes with Random Parameters," Journal of Theoretical Probability, Springer, vol. 37(3), pages 2023-2053, September.
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Keywords
Asymptotics; Gaussian fields; ((E; α); Dt)-stationary Gaussian fields; Random trend;All these keywords.
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