Pages that link to "Item:Q952738"
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The following pages link to Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738):
Displaying 9 items.
- 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)
- A note on transient Gaussian fluid models (Q1611752) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Fractional integration operators of variable order: continuity and compactness properties (Q5169942) (← links)
