Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids

Author: Hashorva Enkelejd   Tan Zhongquan  

Publisher: Taylor & Francis Ltd

E-ISSN: 1029-4910|49|2|338-360

ISSN: 0233-1888

Source: Statistics, Vol.49, Iss.2, 2015-03, pp. : 338-360

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Abstract