Pages that link to "Item:Q2485806"

The following pages link to Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806):

Displaying 24 items.

• Maxima and sum for discrete and continuous time Gaussian processes (Q256501) (← links)
• Extremes of stationary Gaussian storage models (Q291407) (← links)
• On Piterbarg theorem for maxima of stationary Gaussian sequences (Q383671) (← links)
• Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences (Q860710) (← links)
• Extreme values of portfolio of Gaussian processes and a trend (Q881407) (← links)
• On first and last ruin times of Gaussian processes (Q935830) (← links)
• Maximum of a partial sample in the uniform AR(1) processes (Q1026341) (← links)
• Approximation of the maximum of storage process with fractional Brownian motion as input (Q1644201) (← links)
• An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
• Extremes on different grids and continuous time of stationary processes (Q1706348) (← links)
• On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
• On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields (Q2347425) (← links)
• Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938) (← links)
• Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) (← links)
• On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) (← links)
• Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes (Q2859293) (← links)
• The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes (Q2875256) (← links)
• On the Reflected Fractional Brownian Motion Process on the Positive Orthant: Asymptotics for a Maximum with Application to Queueing Networks (Q3579003) (← links)
• Scan statistics of Lévy noises and marked empirical processes (Q3625645) (← links)
• Sample path properties of reflected Gaussian processes (Q4638252) (← links)
• Limit laws on extremes of nonhomogeneous Gaussian random fields (Q4684892) (← links)
• Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983) (← links)
• On maxima of chi-processes over threshold dependent grids (Q5739684) (← links)