Dębicki, Krzysztof and Liu, Peng (2016) Extremes of stationary Gaussian storage models. Extremes, 19 (2). pp. 273-302. DOI https://doi.org/10.1007/s10687-016-0240-x
Dębicki, Krzysztof and Liu, Peng (2016) Extremes of stationary Gaussian storage models. Extremes, 19 (2). pp. 273-302. DOI https://doi.org/10.1007/s10687-016-0240-x
Dębicki, Krzysztof and Liu, Peng (2016) Extremes of stationary Gaussian storage models. Extremes, 19 (2). pp. 273-302. DOI https://doi.org/10.1007/s10687-016-0240-x
Abstract
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Storage process; Gaussian process; Pickands constant; Strong Piterbarg property |
| Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 07 Jan 2021 09:33 |
| Last Modified: | 30 Oct 2024 19:16 |
| URI: | http://repository.essex.ac.uk/id/eprint/28173 |
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