Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes
Matematičeskie zametki, Tome 35 (1984) no. 6, pp. 909-920
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@article{MZM_1984_35_6_a14,
author = {V. I. Piterbarg and I. E. Simonova},
title = {Asymptotic expansions for the probabilities of large runs of nonstationary {Gaussian} processes},
journal = {Matemati\v{c}eskie zametki},
pages = {909--920},
publisher = {mathdoc},
volume = {35},
number = {6},
year = {1984},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1984_35_6_a14/}
}
TY - JOUR AU - V. I. Piterbarg AU - I. E. Simonova TI - Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes JO - Matematičeskie zametki PY - 1984 SP - 909 EP - 920 VL - 35 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/MZM_1984_35_6_a14/ LA - ru ID - MZM_1984_35_6_a14 ER -
%0 Journal Article %A V. I. Piterbarg %A I. E. Simonova %T Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes %J Matematičeskie zametki %D 1984 %P 909-920 %V 35 %N 6 %I mathdoc %U http://geodesic.mathdoc.fr/item/MZM_1984_35_6_a14/ %G ru %F MZM_1984_35_6_a14
V. I. Piterbarg; I. E. Simonova. Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes. Matematičeskie zametki, Tome 35 (1984) no. 6, pp. 909-920. http://geodesic.mathdoc.fr/item/MZM_1984_35_6_a14/