Large deviations of Shepp statistics for fractional Brownian motion (Q2435744): Difference between revisions

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+.1998
@@ Property / arXiv ID: 1306.1998 / rank @@
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+A note on upper estimates for Pickands constants
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+Extremes of the time-average of stationary Gaussian processes
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+Limit laws of Erdős-Rényi-Shepp type
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+Multiscale testing of qualitative hypotheses
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+Extremes of the standardized Gaussian noise
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+Large deviations of a storage process with fractional Brownian motion as input
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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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+Using the generalized likelihood ratio statistic for sequential detection of a change-point
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+Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
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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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+Generalized Pickands constants
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+Publication:2435744