Asymptotic of the running maximum distribution of a Gaussian Bridge-Reference-Cited by-同舟云学术

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Asymptotic of the running maximum distribution of a Gaussian Bridge

Published:2022-09-19 Issue: Volume: Page:1-20
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Abundo Mario¹^ORCID

Affiliation:

1. Dipartimento di Matematica, Università “Tor Vergata”, Roma, Italy

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2022.2123344

Reference36 articles.

1. On the first-passage times of certain Gaussian processes, and related asymptotics

2. Delmas, C. (2001). Distribution du maximum d’un champ aleatoire et applications statistiques. PhD thesis. University Toulouse III, Toulouse.

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