Burnecki, Krzysztof; Michna, Zbigniew - Hugo Steinhaus Center for Stochastic Methods, … - 2002
Pickands constants appear in the asymptotic formulas for extremes of Gaussian processes. The explicit formula of Pickands constants does not exist. Moreover, in the literature there is no numerical approximation. In this paper we compute numerically Pickands constants by the use of change of...