Pages that link to "Item:Q5733925"
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The following pages link to Limit Theorems for the Maximum Term in Stationary Sequences (Q5733925):
Displayed 34 items.
- A Fréchet law and an Erdős–Philipp law for maximal cuspidal windings (Q2842224) (← links)
- ALMOST SURE CENTRAL LIMIT THEOREMS OF THE PARTIAL SUMS AND MAXIMA FROM COMPLETE AND INCOMPLETE SAMPLES OF STATIONARY SEQUENCES (Q2905269) (← links)
- Persistent regimes and extreme events of the North Atlantic atmospheric circulation (Q2955502) (← links)
- Comparison Inequalities for Order Statistics of Gaussian Arrays (Q2964179) (← links)
- Making control charts more effective by time series analysis: three illustrative applications (Q3125783) (← links)
- EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process (Q3155687) (← links)
- Extreme fluctuations in noisy task-completion landscapes on scale-free networks (Q3624817) (← links)
- An Extension of Plackett’s Differential Equation for the Multivariate Normal Density (Q3799506) (← links)
- Variants of the graph dependent model in extreme value theory (Q3805536) (← links)
- Statistical decision for extremes (Q3875099) (← links)
- A comparison theorem of Marcus-Shepp in the uniform continuity of Gaussian processes (Q3881638) (← links)
- (Q3884893) (← links)
- Asymptotic behaviour of Gaussian random fields (Q3886590) (← links)
- Extreme value theory for continuous parameter stationary processes (Q3917239) (← links)
- Asymptotic approximation of crossing probabilities of random sequences (Q3957714) (← links)
- A functional law of the iterated logarithm for maximum of Gaussian sequences (Q4150918) (← links)
- Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
- Execution in an aggregator (Q4555085) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- On the distribution of maximum of multivariate normal random vectors (Q5078123) (← links)
- On the Distribution of the Last Exit Time over a Slowly Growing Linear Boundary for a Gaussian Process (Q5163518) (← links)
- Some properties of convergence in distribution of sums and maxima of dependent random variables (Q5182911) (← links)
- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983) (← links)
- A test for independence between a point process and an analogue signal (Q5397957) (← links)
- Maxima of stationary Gaussian processes (Q5540926) (← links)
- An iterated logarithm law for the maximum in a stationary gaussian sequence (Q5571414) (← links)
- Upcrossing Probabilities for Stationary Gaussian Processes (Q5606324) (← links)
- Wave-length and amplitude for a stationary Gaussian process after a high maximum (Q5656163) (← links)
- On extreme values in stationary sequences (Q5681340) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process (Q5871409) (← links)
- Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences (Q5936981) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)