Extremes of locally-homogenous vector-valued Gaussian processes
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DOI: 10.1007/s10687-023-00483-9
Abstract: In this paper, we study the asymptotical behaviour of high exceedence probabilities for centered continuous $$\mathbb {R}^n$$ R n -valued Gaussian random field $$\varvec{X}$$ X with covariance matrix satisfying $$\Sigma - R ( t +… read more here.
Keywords: extremes locally; homogenous vector; locally homogenous; vector valued ... See more keywords