Extremes of weighted Brownian bridges in increasing dimension

Johannes Moritz Jirak

doi:10.007/s10687-012-0147-0

Extremes of weighted Brownian bridges in increasing dimension

Johannes Moritz Jirak

Institute of Statistics (5060)

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	491-509
Journal	Extremes
Volume	15
DOIs	https://doi.org/10.007/s10687-012-0147-0
Publication status	Published - 2012

Fields of Expertise

Information, Communication & Computing

Treatment code (Nähere Zuordnung)

Basic - Fundamental (Grundlagenforschung)

Access to Document

10.007/s10687-012-0147-0

Cite this

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title = "Extremes of weighted Brownian bridges in increasing dimension",

author = "Jirak, {Johannes Moritz}",

year = "2012",

doi = "10.007/s10687-012-0147-0",

language = "English",

volume = "15",

pages = "491--509",

journal = "Extremes",

issn = "1386-1999",

publisher = "Springer Netherlands",

}

TY - JOUR

T1 - Extremes of weighted Brownian bridges in increasing dimension

AU - Jirak, Johannes Moritz

PY - 2012

Y1 - 2012

UR - http://www.springer.com/statistics/journal/10687

UR - https://springerlink3.metapress.com/content/p26m62432u777l5n/

U2 - 10.007/s10687-012-0147-0

DO - 10.007/s10687-012-0147-0

M3 - Article

SN - 1386-1999

VL - 15

SP - 491

EP - 509

JO - Extremes

JF - Extremes

ER -

Extremes of weighted Brownian bridges in increasing dimension

Fields of Expertise

Treatment code (Nähere Zuordnung)

Access to Document

Other files and links

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this

Extremes of weighted Brownian bridges in increasing dimension

Fields of Expertise

Treatment code (Nähere Zuordnung)

Access to Document

Other files and links

Projects

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this