Extreme value theory for stochastic integrals of Legendre polynomials.

Alexander Aue Lajos Horváth Marie Husková

Published in: J. Multivar. Anal. (2009)

Keyphrases

extreme value theory
orthogonal polynomials
differential equations
markov processes
real time
moment invariants
artificial intelligence
higher order
monte carlo
stochastic model
learning automata
stochastic programming
hermite transform