Pages that link to "Item:Q488106"
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The following pages link to Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106):
Displaying 24 items.
- Extremes of Gaussian fields with a smooth random variance (Q273728) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- On the asymptotics of supremum distribution for some iterated processes (Q1675710) (← links)
- The joint distribution of running maximum of a Slepian process (Q1739330) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Limit theorems for supremum of Gaussian processes over a random interval (Q1989869) (← links)
- Itô's formula for Gaussian processes with stochastic discontinuities (Q2184825) (← links)
- Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
- Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938) (← links)
- Estimation of change-point models (Q2671953) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- Extremes of <i>L</i><sup><i>p</i></sup>-norm of vector-valued Gaussian processes with trend (Q5086460) (← 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)
