Extremes of Shepp statistics for fractional Brownian motion (Q498134): Difference between revisions

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-.1007/s11425-014-4945-5
@@ Property / DOI: 10.1007/s11425-014-4945-5 / rank @@
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+Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
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+Exact asymptotics of supremum of a stationary Gaussian process over a random interval
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+Limit Theorems for the Maximum Term in Stationary Sequences
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+Sojourns and extremes of Gaussian processes
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+Q4726487
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+The asymptotic distribution of the scan statistic under uniformity
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+Extremes of a class of nonhomogeneous Gaussian random fields
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+Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs
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+The supremum of a Gaussian process over a random interval
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+Limit laws of Erdős-Rényi-Shepp type
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+Multiscale testing of qualitative hypotheses
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+On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input
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+Large deviations of Shepp statistics for fractional Brownian motion
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+Limit theorem for maximum of the storage process with fractional Brownian motion as input
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+Extremes of the standardized Gaussian noise
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+Exact convergence rate for the maximum of standardized Gaussian increments
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+On large deviations for the Shepp statistic
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+Fractional Laplace motion
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+Extremes and related properties of random sequences and processes
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+Q4350375
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+Tail Asymptotics of the Supremum of a Regenerative Process
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+Asymptotic Properties of the Maximum in a Stationary Gaussian Process
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+Q4864754
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+Large deviations of a storage process with fractional Brownian motion as input
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+Q4194195
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+On the increments of Wiener and related processes
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+Radon-Nikodym Derivatives of Gaussian Measures
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+First Passage Time for a Particular Gaussian Process
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+Large Deviations of Shepp Statistics
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+Using the generalized likelihood ratio statistic for sequential detection of a change-point
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+First Passage Time for a Particular Gaussian Process
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+Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
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+Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
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+On the maximum workload of a queue fed by fractional Brownian motion.
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+Some liminf results on increments of fractional Brownian motion
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+On large increments of a two-parameter fractional Wiener process
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+Extremes of Shepp statistics for the Wiener process
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+Extremes of Shepp statistics for Gaussian random walk
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@@ Property / DOI @@
+.1007/S11425-014-4945-5
@@ Property / DOI: 10.1007/S11425-014-4945-5 / rank @@
+Normal rank