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On Generalised Piterbarg Constants · Study

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ArticleOn Generalised Piterbarg Constants

Long Bai2017

Article2017

On Generalised Piterbarg Constants

Long Bai · Krzysztof Dȩbicki · Enkelejd Hashorva · Li Luo

28 citations·0/0 files stored·Methodology And Computing In Applied Probability

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Probability and Risk Models Probability and Statistical Research Stochastic processes and financial applications

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References

2009Stationary max-stable fields associated to negative definite functions 2004Laws of Small Numbers: Extremes and Rare Events 1999Extremes of a certain class of Gaussian processes 1990On Extremal Theory for Stationary Processes 2009Spectral representations of sum- and max-stable processes 2014On asymptotic constants in the theory of extremes for Gaussian processes 2003Exact overflow asymptotics for queues with many Gaussian inputs 1996Bounds and estimators of a basic constant in extreme value theory of Gaussian processes

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Year2017

Typearticle

Published2017-01-05

VenueMethodology And Computing In Applied Probability

ISSN-L1387-5841

Languageen

Citations28

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/s11009-016-9537-0

openalex_workW2571334175

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