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

@@ Property / DOI @@
-.1007/s11425-014-4945-5
@@ Property / DOI: 10.1007/s11425-014-4945-5 / rank @@
-Normal rank
@@ Property / author @@
-Zhongquan Tan
@@ Property / author: Zhongquan Tan / rank @@
-Normal rank
@@ Property / author @@
-Yang Yang
@@ Property / author: Yang Yang / rank @@
-Normal rank
@@ Property / author @@
+Zhongquan Tan
@@ Property / author: Zhongquan Tan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11425-014-4945-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2055046233
@@ Property / OpenAlex ID: W2055046233 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
+Normal rank
@@ Property / cites work @@
+Exact asymptotics of supremum of a stationary Gaussian process over a random interval
+Normal rank
@@ Property / cites work @@
+Limit Theorems for the Maximum Term in Stationary Sequences
+Normal rank
@@ Property / cites work @@
+Sojourns and extremes of Gaussian processes
@@ Property / cites work: Sojourns and extremes of Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of the scan statistic under uniformity
+Normal rank
@@ Property / cites work @@
+Extremes of a class of nonhomogeneous Gaussian random fields
+Normal rank
@@ Property / cites work @@
+Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs
+Normal rank
@@ Property / cites work @@
+The supremum of a Gaussian process over a random interval
+Normal rank
@@ Property / cites work @@
+Limit laws of Erdős-Rényi-Shepp type
@@ Property / cites work: Limit laws of Erdős-Rényi-Shepp type / rank @@
+Normal rank
@@ Property / cites work @@
+Multiscale testing of qualitative hypotheses
@@ Property / cites work: Multiscale testing of qualitative hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input
+Normal rank
@@ Property / cites work @@
+Large deviations of Shepp statistics for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Limit theorem for maximum of the storage process with fractional Brownian motion as input
+Normal rank
@@ Property / cites work @@
+Extremes of the standardized Gaussian noise
@@ Property / cites work: Extremes of the standardized Gaussian noise / rank @@
+Normal rank
@@ Property / cites work @@
+Exact convergence rate for the maximum of standardized Gaussian increments
+Normal rank
@@ Property / cites work @@
+On large deviations for the Shepp statistic
@@ Property / cites work: On large deviations for the Shepp statistic / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Laplace motion
@@ Property / cites work: Fractional Laplace motion / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+Q4350375
@@ Property / cites work: Q4350375 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail Asymptotics of the Supremum of a Regenerative Process
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of the Maximum in a Stationary Gaussian Process
+Normal rank
@@ Property / cites work @@
+Q4864754
@@ Property / cites work: Q4864754 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations of a storage process with fractional Brownian motion as input
+Normal rank
@@ Property / cites work @@
+Q4194195
@@ Property / cites work: Q4194195 / rank @@
+Normal rank
@@ Property / cites work @@
+On the increments of Wiener and related processes
@@ Property / cites work: On the increments of Wiener and related processes / rank @@
+Normal rank
@@ Property / cites work @@
+Radon-Nikodym Derivatives of Gaussian Measures
@@ Property / cites work: Radon-Nikodym Derivatives of Gaussian Measures / rank @@
+Normal rank
@@ Property / cites work @@
+First Passage Time for a Particular Gaussian Process
+Normal rank
@@ Property / cites work @@
+Large Deviations of Shepp Statistics
@@ Property / cites work: Large Deviations of Shepp Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Using the generalized likelihood ratio statistic for sequential detection of a change-point
+Normal rank
@@ Property / cites work @@
+First Passage Time for a Particular Gaussian Process
+Normal rank
@@ Property / cites work @@
+Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
+Normal rank
@@ Property / cites work @@
+Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
+Normal rank
@@ Property / cites work @@
+On the maximum workload of a queue fed by fractional Brownian motion.
+Normal rank
@@ Property / cites work @@
+Some liminf results on increments of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+On large increments of a two-parameter fractional Wiener process
+Normal rank
@@ Property / cites work @@
+Extremes of Shepp statistics for the Wiener process
+Normal rank
@@ Property / cites work @@
+Extremes of Shepp statistics for Gaussian random walk
+Normal rank
@@ Property / DOI @@
+.1007/S11425-014-4945-5
@@ Property / DOI: 10.1007/S11425-014-4945-5 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:498134