Extremal behavior of squared Bessel processes attracted by the Brown–Resnick process
Das, Bikramjit, Engelke, Sebastian, Hashorva, EnkelejdVolume:
125
Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2014.09.006
Date:
February, 2015
File:
PDF, 242 KB
english, 2015