eprintid: 20758
rev_number: 14
eprint_status: archive
userid: 2326
dir: disk0/00/02/07/58
datestamp: 2016-05-24 06:57:18
lastmod: 2016-05-25 08:04:46
status_changed: 2016-05-24 06:57:18
type: workingPaper
metadata_visibility: show
creators_name: Ladneva, Anna
creators_name: Piterbarg, Vladimir
title: On double extremes of Gaussian stationary processes
subjects: ddc-510
divisions: i-110400
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
date: 2000-09-07
publisher: European Institute for Statistics, Probability, Stochastic Operations Research and their Applications
id_scheme: DOI
id_number: 10.11588/heidok.00020758
schriftenreihe_cluster_id: sr-10a
schriftenreihe_order: 63
ppn_swb: 1656782944
own_urn: urn:nbn:de:bsz:16-heidok-207584
language: eng
bibsort: LADNEVAANNONDOUBLEEX20000907
full_text_status: public
series: EURANDOM Reports
publication: EURANDOM Reports
volume: 00-027
number: 027
place_of_pub: Eindhoven
pages: 19
issn: 1389-2355
citation:   Ladneva, Anna ; Piterbarg, Vladimir  (2000) On double extremes of Gaussian stationary processes.  [Working paper]     
document_url: https://archiv.ub.uni-heidelberg.de/volltextserver/20758/1/beitrag.63.pdf