Extremes of chi-square processes with trend

Liu, P and Ji, L orcid.org/0000-0002-7790-7765 (2016) Extremes of chi-square processes with trend. Probability and Mathematical Statistics, 36. pp. 1-20. ISSN 0208-4147

Abstract

Metadata

Authors/Creators:
Keywords: Chi-square process; Gaussian random field; safety region; tail asymptotics; first passage time; Pickands constant; Piterbarg constant; Fernique-type inequality
Dates:
  • Published: 1 November 2016
  • Accepted: 23 February 2015
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 03 Jul 2019 14:15
Last Modified: 10 Jul 2019 09:26
Published Version: http://www.math.uni.wroc.pl/~pms/publicationsArtic...
Status: Published
Publisher: Wydawnictwo Uniwersytetu Wrocławskiego

Download not available

A full text copy of this item is not currently available from White Rose Research Online

Share / Export