Pages that link to "Item:Q5606324"
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The following pages link to Upcrossing Probabilities for Stationary Gaussian Processes (Q5606324):
Displayed 50 items.
- Excursion probability of Gaussian random fields on sphere (Q265295) (← links)
- Extremes of a class of nonhomogeneous Gaussian random fields (Q282499) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Exact asymptotics for the scan statistic and fast alternatives (Q315404) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Extremes of the standardized Gaussian noise (Q550150) (← links)
- Extremes of the time-average of stationary Gaussian processes (Q554456) (← links)
- Stationary systems of Gaussian processes (Q614126) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- Limiting distribution for the maximal standardized increment of a random walk (Q740186) (← links)
- Excursions of a Gaussian process with variable variance above a barrier increasing to infinity (Q881112) (← links)
- Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields (Q881405) (← links)
- Extremes of independent Gaussian processes (Q906611) (← links)
- Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738) (← links)
- Limiting distribution of the continuity modulus for Gaussian processes with stationary increments (Q1012227) (← links)
- Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
- Extremes of space-time Gaussian processes (Q1041058) (← links)
- Gaussian stochastic processes (Q1052741) (← links)
- Extreme sojourns of a Gaussian process with a point of maximum variance (Q1071379) (← links)
- The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate (Q1074975) (← links)
- Large deviations for the maxima of some random fields (Q1088280) (← links)
- Asymptotic properties of Gaussian processes (Q1152636) (← links)
- Maximum and minimum of one-dimensional diffusions (Q1165523) (← links)
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space (Q1193403) (← links)
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space (Q1198551) (← links)
- Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression (Q1198994) (← links)
- An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes (Q1203935) (← links)
- Limit distributions for the maxima of stationary Gaussian processes (Q1213690) (← links)
- The limiting density of a nonlinear system (Q1234271) (← links)
- The behaviour of a non-differentiable stationary Gaussian process after a level crossing (Q1240958) (← links)
- Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence (Q1272158) (← links)
- On extremal theory for self-similar processes (Q1307504) (← links)
- On a new law of the iterated logarithm of Erdős and Révész (Q1320487) (← links)
- High excursions for nonstationary generalized chi-square processes (Q1343584) (← links)
- Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design. (Q1423156) (← links)
- On convergence of the uniform norms for Gaussian processes and linear approximation problems (Q1429122) (← links)
- On excursion sets, tube formulas and maxima of random fields. (Q1578619) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- On covariance functions with slowly or regularly varying modulo of continuity (Q1642272) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds (Q1675711) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (Q1745279) (← links)
- Ruin probability for Gaussian integrated processes. (Q1766059) (← links)
- On sampling of stationary increment processes (Q1769422) (← links)
- Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function (Q1948697) (← links)
