Bounds and estimators of a basic constant in extreme value theory of gaussian processes

Statistica Sinica

Volumn 6, Issue 1, 1996, Pages 245-257

  Shao, Qi Man ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Extremal theorem; Gaussian process; Small ball probability

Indexed keywords

EID: 21344466480     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

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12. Shao, Q. M. (1993). A note on small ball probability of Gaussian process with stationary increments. J. Theory Probab. 6, 595-602.
13. Slepian, D. (1962). The one-sided barrier problem for Gaussian noise. Bell System Tech. J. 41, 463-501.