Extremes of Gaussian processes over an infinite horizon

By Antonius B. Dieker. 2005

106 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/359b628782681925375257f3e652301dc1a0e7a6

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Enkelejd Hashorva
2. Lanpeng Ji
3. Kamil Tabi's
4. Krzysztof Dcebicki

In Management Science and Operations Research

1. Enkelejd Hashorva
2. Lanpeng Ji

Citations in the corpus

• Extremes of vector-valued Gaussian processes: exact asymptotics (2015, background): “7 in [30] and Lemma 2 in [18].”