Extremes of the time-average of stationary Gaussian processes
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References listed on IDEAS
- O'Connell, Neil & Unwin, Antony, 1992. "Collision times and exit times from cones: a duality," Stochastic Processes and their Applications, Elsevier, vol. 43(2), pages 291-301, December.
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- Tan, Zhongquan, 2013. "An almost sure limit theorem for the maxima of smooth stationary Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2135-2141.
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KeywordsAsymptotics Extremes Gaussian process;
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