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- W2010383463 abstract "Let {X(t), t⩾0} be a centred nonstationary Gaussian process with EX2(t) = C0t2α for some C0 > 0, 0<α<1, and βT = 1σ(aT)(2(log TaT+log log T)12). In this paper the a.s. asymptotic behaviour of I(T,aTβT as T→∞ is studied where I(T, aT) = sup{|X(t′)−X(t)|: 0⩽t<t′⩽T,t′−t⩽aT}. The results obtained extend work done by M. Csörgő and P. Révérz for the Wiener process." @default.
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- W2010383463 date "1984-09-01" @default.
- W2010383463 modified "2023-10-03" @default.
- W2010383463 title "On the size of the increments of nonstationary Gaussian processes" @default.
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- W2010383463 doi "https://doi.org/10.1016/0304-4149(84)90160-1" @default.
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