Pages that link to "Item:Q1213690"
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The following pages link to Limit distributions for the maxima of stationary Gaussian processes (Q1213690):
Displayed 27 items.
- On Piterbarg theorem for maxima of stationary Gaussian sequences (Q383671) (← links)
- Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples (Q457628) (← 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)
- Limit distribution of the sum and maximum from multivariate Gaussian sequences (Q873619) (← links)
- Gaussian stochastic processes (Q1052741) (← links)
- Limit results for maxima in non-stationary multivariate Gaussian sequences (Q1105266) (← links)
- Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences (Q1170556) (← links)
- On limit distributions of first crossing points of Gaussian sequences (Q1243947) (← links)
- Conditions for the convergence in distribution of maxima of stationary normal processes (Q1254776) (← links)
- Almost sure limiting behaviour of first crossing points of Gaussian sequences (Q1254777) (← links)
- Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence (Q1757945) (← links)
- The extremes of a triangular array of normal random variables (Q1814757) (← links)
- Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence (Q1952005) (← links)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- Limit properties of exceedance point processes of strongly dependent normal sequences (Q2262003) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) (← links)
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
- The limit theorems for maxima of stationary Gaussian processes with random index (Q2453856) (← links)
- Second-order expansion for the maximum of some stationary Gaussian sequences. (Q2574643) (← links)
- The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes (Q2875256) (← links)
- High level sojourns for strongly dependent Gaussian processes (Q3854370) (← links)
- Asymptotic approximation of crossing probabilities of random sequences (Q3957714) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- Asymptotics of Maxima of Strongly Dependent Gaussian Processes (Q4903045) (← links)
- Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences (Q5936981) (← links)