Extremes of weighted Brownian bridges in increasing dimension (Q907364): Difference between revisions

@@ Property / describes a project that uses @@
+GAUSSIAN
@@ Property / describes a project that uses: GAUSSIAN / 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/s10687-012-0147-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2081546311
@@ Property / OpenAlex ID: W2081546311 / rank @@
+Normal rank
@@ Property / cites work @@
+Break detection in the covariance structure of multivariate time series models
+Normal rank
@@ Property / cites work @@
+Approximation theorems for independent and weakly dependent random vectors
+Normal rank
@@ Property / cites work @@
+Maxima and High Level Excursions of Stationary Gaussian Processes
+Normal rank
@@ Property / cites work @@
+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
+Normal rank
@@ Property / cites work @@
+Moderate deviations for \(m\)-dependent random variables with Banach space values
+Normal rank
@@ Property / cites work @@
+Calculating the extremal index for a class of stationary sequences
+Normal rank
@@ Property / cites work @@
+Q5288953
@@ Property / cites work: Q5288953 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+A limit theorem for the maximum of normalized sums of independent random variables
+Normal rank
@@ Property / cites work @@
+Maximum and minimum of one-dimensional diffusions
@@ Property / cites work: Maximum and minimum of one-dimensional diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+The Brownian movement and stochastic equations
@@ Property / cites work: The Brownian movement and stochastic equations / rank @@
+Normal rank
@@ Property / cites work @@
+Fréchet differentiability, \(p\)-variation and uniform Donsker classes
+Normal rank
@@ Property / cites work @@
+Moderate deviation probabilities for open convex sets: nonlogarithmic behavior.
+Normal rank
@@ Property / cites work @@
+Laws of Small Numbers: Extremes and Rare Events
@@ Property / cites work: Laws of Small Numbers: Extremes and Rare Events / rank @@
+Normal rank
@@ Property / cites work @@
+Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
+Normal rank
@@ Property / cites work @@
+The asymptotic distributions of the largest entries of sample correlation matrices.
+Normal rank
@@ Property / cites work @@
+Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
+Normal rank
@@ Property / cites work @@
+On the maximum of covariance estimators
@@ Property / cites work: On the maximum of covariance estimators / rank @@
+Normal rank
@@ Property / cites work @@
+On extreme values in stationary sequences
@@ Property / cites work: On extreme values in stationary sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes and local dependence in stationary sequences
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+Some strong limit theorems for the largest entries of sample correlation matrices
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
+Normal rank
@@ Property / cites work @@
+Extreme Values in Uniformly Mixing Stationary Stochastic Processes
+Normal rank
@@ Property / cites work @@
+Maxima of stationary Gaussian processes
@@ Property / cites work: Maxima of stationary Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform bound in the central limit theorem for Banach space valued dependent random variables
+Normal rank
@@ Property / cites work @@
+On the Probability of Exit from a Square-Root Boundary by the Norm of a Brownian Motion
+Normal rank
@@ Property / cites work @@
+Q3395931
@@ Property / cites work: Q3395931 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923454
@@ Property / cites work: Q3923454 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4549188
@@ Property / cites work: Q4549188 / rank @@
+Normal rank