title: On double extremes of Gaussian stationary processes
creator: Ladneva, Anna
creator: Piterbarg, Vladimir
subject: ddc-510
subject: 510 Mathematics
description: We consider a Gaussian stationary process with Pickands' conditions and evaluate an exact asymptotic behaviorof probability of two high extremes on two disjoint intervals
publisher: European Institute for Statistics, Probability, Stochastic Operations Research and their Applications
date: 2000-09-07
type: Working paper
type: info:eu-repo/semantics/workingPaper
type: NonPeerReviewed
format: application/pdf
identifier: https://archiv.ub.uni-heidelberg.de/volltextserverhttps://archiv.ub.uni-heidelberg.de/volltextserver/20758/1/beitrag.63.pdf
identifier: DOI:10.11588/heidok.00020758
identifier: urn:nbn:de:bsz:16-heidok-207584
identifier:   Ladneva, Anna ; Piterbarg, Vladimir  (2000) On double extremes of Gaussian stationary processes.  [Working paper]     
relation: https://archiv.ub.uni-heidelberg.de/volltextserver/20758/
rights: info:eu-repo/semantics/openAccess
rights: http://archiv.ub.uni-heidelberg.de/volltextserver/help/license_urhg.html
language: eng