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

@@ 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 @@
+Ruin probability for Gaussian integrated processes.
+Normal rank
@@ Property / cites work @@
+A note on upper estimates for Pickands constants
@@ Property / cites work: A note on upper estimates for Pickands constants / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes of the time-average of stationary Gaussian processes
+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 @@
+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 @@
+Extremes of independent Gaussian processes
@@ Property / cites work: Extremes of independent Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Exact convergence rate for the maximum of standardized Gaussian increments
+Normal rank
@@ Property / cites work @@
+Q4350375
@@ Property / cites work: Q4350375 / rank @@
+Normal rank
@@ Property / cites work @@
+An extension of the Lévy characterization to fractional Brownian motion
+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 @@
+Q5651969
@@ Property / cites work: Q5651969 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations of a storage process with fractional Brownian motion as input
+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 @@
+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 asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
+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 / cites work @@
+Generalized Pickands constants
@@ Property / cites work: Generalized Pickands constants / rank @@
+Normal rank