Zbigniew Michna Remarks on Pickands’ theoremProbability and Mathematical Statistics, 37, z. 2, 2017, Strony (373 - 393) DOI: http://dx.doi.org/10.19195/0208-4147.37.2.10 AbstractPobierz artykuł 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, Strony (61 - 75) DOI: http://dx.doi.org/10.19195/0208-4147.38.1.4 AbstractPobierz artykuł Asymptotic, Gaussian processes, order statistic, stationarity, supremum |
Natalia Soja-Kukieła Extremes of multidimensional stationary Gaussian random fieldsProbability and Mathematical Statistics, 38, z. 1, 2018, Strony (191 - 207) DOI: http://dx.doi.org/10.19195/0208-4147.38.1.10 AbstractPobierz artykuł 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, Strony (201 - 222) AbstractPobierz artykuł Drifting Brownian motion, Bessel process, supremum distribution, estimates of theta function |
