Extremes of stationary Gaussian storage models

Published 2016 View Full Article

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Title
Extremes of stationary Gaussian storage models
Authors
Keywords
Storage process, Gaussian process, Pickands constant, Strong Piterbarg property, Primary 60G15, Secondary 60G70
Journal
Extremes
Volume 19, Issue 2, Pages 273-302
Publisher
Springer Nature
Online
2016-02-02
DOI
10.1007/s10687-016-0240-x
References
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