Ladneva, Anna ; Piterbarg, Vladimir
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Abstract
We consider a Gaussian stationary process with Pickands' conditions and evaluate an exact asymptotic behaviorof probability of two high extremes on two disjoint intervals
| Document type: | Working paper |
|---|---|
| Journal or Publication Title: | EURANDOM Reports |
| Series Name: | EURANDOM Reports |
| Volume: | 00-027 |
| Number: | 027 |
| Publisher: | European Institute for Statistics, Probability, Stochastic Operations Research and their Applications |
| Place of Publication: | Eindhoven |
| Date Deposited: | 24 May 2016 06:57 |
| Date: | 7 September 2000 |
| ISSN: | 1389-2355 |
| Number of Pages: | 19 |
| Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
| DDC-classification: | 510 Mathematics |
| Series: | Beiträge zur Statistik > Beiträge |
