Exact tail asymptotics of the supremum of strongly dependent gaussian processes over a random interval


Autoria(s): Tan Z.; Hashorva E.
Data(s)

01/03/2013

Identificador

http://serval.unil.ch/?id=serval:BIB_BB0C85967FF9

http://my.unil.ch/serval/document/BIB_BB0C85967FF9.pdf

http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_BB0C85967FF94

isbn:0363-1672

Idioma(s)

en

Direitos

info:eu-repo/semantics/openAccess

Fonte

Lithuanian Mathematical Journal, vol. 53, no. 1, pp. 91--102

Tipo

info:eu-repo/semantics/article

article