Exact asymptotics and limit theorems for supremum of stationary $\chi$-processes over a random interval (Q2447697): Difference between revisions

@@ Property / cites work @@
+Q4001807
@@ Property / cites work: Q4001807 / rank @@
+Normal rank
@@ Property / cites work @@
+On extremal theory for stationary processes
@@ Property / cites work: On extremal theory for stationary processes / rank @@
+Normal rank
@@ Property / cites work @@
+On a test statistic for linear trend
@@ Property / cites work: On a test statistic for linear trend / 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 @@
+Level Sets and Extrema of Random Processes and Fields
+Normal rank
@@ Property / cites work @@
+Q4023200
@@ Property / cites work: Q4023200 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probability for Gaussian integrated processes.
+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 @@
+Q5585847
@@ Property / cites work: Q5585847 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of a test statistic for detection of change in mean of vectors
+Normal rank
@@ Property / cites work @@
+Log-likelihood ratio test for detecting transient change
+Normal rank
@@ Property / cites work @@
+Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes
+Normal rank
@@ Property / cites work @@
+On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+Extremal theory for stochastic processes
@@ Property / cites work: Extremal theory for stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4841584
@@ Property / cites work: Q4841584 / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Gaussian Processes
@@ Property / cites work: Lectures on Gaussian Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Limit distributions for the maxima of stationary Gaussian processes
+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 @@
+Q5651969
@@ Property / cites work: Q5651969 / rank @@
+Normal rank
@@ Property / cites work @@
+High excursions for nonstationary generalized chi-square processes
+Normal rank
@@ Property / cites work @@
+Large deviations of a storage process with fractional Brownian motion as input
+Normal rank
@@ Property / cites work @@
+Limit Theorem for High Level<i>a</i>-Upcrossings by $\chi$-Process
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields
+Normal rank
@@ Property / cites work @@
+Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes
+Normal rank
@@ Property / cites work @@
+Cox limit theorem for large excursions of a norm of a Gaussian vector 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 @@
+Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
+Normal rank
@@ Property / cites work @@
+On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
+Normal rank
@@ Property / cites work @@
+Asymptotics of Maxima of Strongly Dependent Gaussian Processes
+Normal rank
@@ Property / cites work @@
+Subexponential asymptotics of hybrid fluid and ruin models
+Normal rank

Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697): Difference between revisions

Latest revision as of 11:38, 8 July 2024

Statements

Identifiers

Sitelinks

Mathematics(1 entry)