On Generalised Piterbarg Constants

Title
On Generalised Piterbarg Constants
Authors
Keywords
Pickands constants, Piterbarg constants, Gaussian process, Extremes, Exact asymptotics, Brown-Resnick stationarity, 60G15, 60G70
Journal
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
Volume 20, Issue 1, Pages 137-164
Publisher
Springer Nature
Online
2017-01-05
DOI
10.1007/s11009-016-9537-0

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