Extremes of chi-square processes with trend

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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



Keywords: Chi-square process; Gaussian random field; safety region; tail asymptotics; first passage time; Pickands constant; Piterbarg constant; Fernique-type inequality
  • Accepted: 23 February 2015
  • Published: 1 November 2016
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 22 Nov 2021 15:57
Last Modified: 22 Dec 2021 09:14
Published Version: http://www.math.uni.wroc.pl/~pms/publicationsArtic...
Status: Published
Publisher: Wydawnictwo Uniwersytetu Wrocławskiego

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