A New Proof of an Old Result by Pickands
Journal article, 2010
asymptotic properties
stationary-processes
Stationary Gaussian process
gaussian process
tails
Pickands constant
extremes
Author
Patrik Albin
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematical Statistics
H. Choi
Electronic Communications in Probability
1083-589X (ISSN)
Vol. 15 339-345Subject Categories
Probability Theory and Statistics
DOI
10.1214/ECP.v15-1566