Asymptotic Approximations for the Extreme Value Distribution of Nonstationary Differentiable Normal Processes
作者： Karl Breitung
DOI: 10.1007/978-94-009-3859-5_17
关键词: Asymptotic distribution 、 Mathematics 、 Laplace transform 、 Sample (statistics) 、 Process (computing) 、 Mathematical analysis 、 Generalized extreme value distribution 、 Differentiable function
摘要: For the crossing rates of nonstationary normal processes with differentiable sample paths asymptotic approximations are derived using method Laplace. These results used for obtaining bounds extreme value distribution process.
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