Extremes of stationary Gaussian storage models (Q291407): Difference between revisions

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-.1007/s10687-016-0240-x
@@ Property / DOI: 10.1007/s10687-016-0240-x / rank @@
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+.05821
@@ Property / arXiv ID: 1506.05821 / rank @@
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+Random Fields and Geometry
@@ Property / cites work: Random Fields and Geometry / rank @@
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+On overload in a storage model, with a self-similar and infinitely divisible input.
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+Q3992980
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+On the infimum attained by the reflected fractional Brownian motion
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+Ruin probability for Gaussian integrated processes.
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+Extremes of Gaussian processes over an infinite horizon
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+On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input
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+Extremes of a certain class of Gaussian processes
@@ Property / cites work: Extremes of a certain class of Gaussian processes / rank @@
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+Limit theorem for maximum of the storage process with fractional Brownian motion as input
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+Extremes and related properties of random sequences and processes
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+On the \(\gamma\)-reflected processes with fBm input
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+A storage model with self-similar input
@@ Property / cites work: A storage model with self-similar input / rank @@
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+Q4864754
@@ Property / cites work: Q4864754 / rank @@
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+Large deviations of a storage process with fractional Brownian motion as input
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+On the Integrodifferential Equation of Takacs. I
@@ Property / cites work: On the Integrodifferential Equation of Takacs. I / rank @@
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@@ Property / DOI @@
+.1007/S10687-016-0240-X
@@ Property / DOI: 10.1007/S10687-016-0240-X / rank @@
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