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 31 items.
- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications (Q289967) (← links)
- Boundary identification for admissible variation of external and internal factors affecting robustness of fiber-optic communication systems on rail transport (Q354862) (← links)
- On Piterbarg theorem for maxima of stationary Gaussian sequences (Q383671) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples (Q457628) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- Bounding the maximum of dependent random variables (Q489171) (← links)
- Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
- Extremes of some Gaussian random interfaces (Q523195) (← links)
- Jumps in equilibrium prices and market microstructure noise (Q527958) (← links)
- Asymptotics of Bonferroni for dependent normal test statistics (Q544602) (← links)
- Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences (Q604378) (← links)
- Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences (Q609998) (← links)
- A note on the Berman condition (Q654424) (← links)
- Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism (Q661170) (← links)
- Limit theorems for extremal flows of events (Q736222) (← links)
- Joint behavior of point process of exceedances and partial sum from a Gaussian sequence (Q745520) (← links)
- An estimate of the rate of convergence in the Poisson approximation theorem for large excursions of a Gaussian stationary process (Q757970) (← links)
- On the size of the increments of nonstationary Gaussian processes (Q797900) (← links)
- Limiting distribution of sums of nonnegative stationary random variables (Q801366) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Ecological invasion, roughened fronts, and a competitor's extreme advance: integrating stochastic spatial-growth models (Q836217) (← links)
- Limit distribution of the sum and maximum from multivariate Gaussian sequences (Q873619) (← links)
- The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences (Q907283) (← links)
- The asymptotic distribution of the maxima of a Gaussian random field on a lattice (Q907378) (← links)
- Limsup results and LIL for partial sum processes of a Gaussian random field (Q944068) (← links)
- Extremal properties for weakly correlated random variables arising in speckle patterns (Q967625) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Gaussian stochastic processes (Q1052741) (← links)
- On the sequence of partial maxima of some random sequences (Q1056460) (← links)
- Extreme values of autocorrelated sequences (Q1061406) (← links)