On maxima of partial samples in Gaussian sequences with pseudo-stationary trends

Lithuanian Mathematical Journal

Volumn 47, Issue 1, 2007, Pages 48-56

  Kudrov, A V ^a   Piterbarg, V I ^b  

^a NATIONAL RESEARCH UNIVERSITY HIGHER SCHOOL OF ECONOMICS   (Russian Federation)

^b MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Gaussian process; Maximum; Missed observationspseudo stationary trend; Partial sample

Indexed keywords

EID: 34147096900     PISSN: 03631672     EISSN: 15738825     Source Type: Journal    
DOI: 10.1007/s10986-007-0004-z     Document Type: Article

References (7)

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