Zbigniew Michna Remarks on Pickands’ theoremProbability and Mathematical Statistics, 37, z. 2, 2017, Pages (373 - 393) DOI: http://dx.doi.org/10.19195/0208-4147.37.2.10 AbstractDownload article Stationary Gaussian process, supremum of a process, Pickands constant, fractional Brownian motion |
Chunming Zhao Extremes of order statistics of stationary Gaussian processesProbability and Mathematical Statistics, 38, z. 1, 2018, Pages (61 - 75) DOI: http://dx.doi.org/10.19195/0208-4147.38.1.4 AbstractDownload article Asymptotic, Gaussian processes, order statistic, stationarity, supremum |
Natalia Soja-Kukieła Extremes of multidimensional stationary Gaussian random fieldsProbability and Mathematical Statistics, 38, z. 1, 2018, Pages (191 - 207) DOI: http://dx.doi.org/10.19195/0208-4147.38.1.10 AbstractDownload article Gaussian random field, supremum, limit theorem, asymptotics, Berman condition, strong dependence |
Andrzej Pyć, Grzegorz Serafin, Tomasz Żak Supremum distribution of Bessel process of drifting Brownian motionProbability and Mathematical Statistics, 35, z. 2, 2015, Pages (201 - 222) AbstractDownload article Drifting Brownian motion, Bessel process, supremum distribution, estimates of theta function |
