Discrete vs continous time for large extremes of Gaussian processes

VI Piterbarg

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages19
EditionEconometric Institute EI 2002-06
Publication statusPublished - 2002

Publication series

SeriesEconometric Institute
VolumeEI 2002-06

Research programs

  • EUR ESE 13

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