The following pages link to (Q4040198):
Displayed 18 items.
- Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure (Q378540) (← links)
- Exact asymptotics of supremum of a stationary Gaussian process over a random interval (Q419198) (← links)
- Extremes of the standardized Gaussian noise (Q550150) (← links)
- Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
- Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes (Q806156) (← links)
- Excursions of a Gaussian process with variable variance above a barrier increasing to infinity (Q881112) (← links)
- Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas (Q927478) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm (Q1120930) (← links)
- Large deviations for empirical probability measures and statistical tests (Q1336089) (← links)
- High excursions for nonstationary generalized chi-square processes (Q1343584) (← links)
- Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) (Q2498322) (← links)
- Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit (Q2513219) (← links)
- Probabilities of large deviations of type II errors for tests of Kolmogorov and omega-square types (Q2567784) (← links)
- Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated (Q4345885) (← links)
- On Asymptotic Minimaxity of Kernel-based Tests (Q4405595) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)