✦ LIBER ✦

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

✍ Scribed by Zhongquan Tan, Enkelejd Hashorva

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tail asymptotics of supremum of certain

✍ Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 📂 Article 📅 2014 🏛 Springer 🌐 English ⚖ 465 KB

Exact asymptotics of supremum of a stati

✍ Marek Arendarczyk; Krzysztof Dȩbicki 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 219 KB

Exact asymptotics and limit theorems for

✍ Tan, Zhongquan; Hashorva, Enkelejd 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 253 KB

Exact tail asymptotics of the supremum a

✍ Asghari, N.M.; Dȩbicki, K.; Mandjes, M. 📂 Article 📅 2015 🏛 Elsevier Science 🌐 English ⚖ 347 KB

Asymptotics for the local time of a stro

✍ P. Doukhan; J. R. León 📂 Article 📅 1996 🏛 Akadmiai Kiad 🌐 English ⚖ 920 KB

On the exact distributional asymptotics

✍ S. Zachary; S. G. Foss 📂 Article 📅 2006 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 165 KB