On the Maxima of Suprema of Dependent Gaussian Models

Ji, L orcid.org/0000-0002-7790-7765 and Peng, X (2023) On the Maxima of Suprema of Dependent Gaussian Models. Queueing Systems: Theory and Applications, 105. pp. 99-128. ISSN 0257-0130

Abstract

Metadata

Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© The Author(s). This is an author produced version of an article published in Queueing Systems. Uploaded in accordance with the publisher's self-archiving policy.

Keywords: Extreme value; Self-similarity; Gaussian processes; Fractional Brownian motion; Triangular arrays; Pickands constant; Piterbarg constant
Dates:
  • Published: October 2023
  • Published (online): 19 June 2023
  • Accepted: 30 May 2023
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: 01 Jun 2023 15:24
Last Modified: 14 Nov 2024 10:08
Status: Published
Publisher: Springer
Identification Number: 10.1007/s11134-023-09880-0
Open Archives Initiative ID (OAI ID):

Export

Statistics