Asymptotics of supremum distribution of α (t)-locally stationary Gaussian processes

Stochastic Processes and their Applications

Volumn 118, Issue 11, 2008, Pages 2022-2037

  Dȩbicki, Krzysztof ^a   Kisowski, Paweł ^a  

^a UNIVERSITY OF WROC AW   (Poland)

Author keywords

Exact asymptotics; Gaussian process; Local stationarity; Multifractional Brownian motion

Indexed keywords

ASYMPTOTICS; EXACT ASYMPTOTICS; GAUSSIAN PROCESS; GAUSSIAN PROCESSES; LOCAL STATIONARITY; MULTIFRACTIONAL BROWNIAN MOTION; SUPREMUM;

ASYMPTOTIC ANALYSIS;

EID: 53049095107     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.11.010     Document Type: Article

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