Pages that link to "Item:Q554456"
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The following pages link to Extremes of the time-average of stationary Gaussian processes (Q554456):
Displaying 15 items.
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← 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)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← 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)
- An almost sure limit theorem for the maxima of smooth stationary Gaussian processes (Q2637391) (← links)
- Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
- On the speed of convergence of Piterbarg constants (Q6067389) (← links)
