Asymptotic Properties of Gaussian Processes

Cited in

(38)

Upper classes for the increments of fractional Wiener processes
Inference in a model with at most one slope-change point
Asymptotic properties of Gaussian processes
Maximum and minimum of one-dimensional diffusions
Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
The behaviour of a non-differentiable stationary Gaussian process after a level crossing
The exact distribution of extremes of a non-Gaussian process
Upper classes for the increments of the fractional Wiener process
On convergence of the uniform norms for Gaussian processes and linear approximation problems
On covariance functions with slowly or regularly varying modulo of continuity
Extremes of Gaussian random fields with regularly varying dependence structure
A note on extreme values of locally stationary Gaussian processes
On large increments of infinite series of Ornstein-Uhlenbeck processes
Some liminf results on increments of fractional Brownian motion
Limit theorems for supremum of Gaussian processes over a random interval
Breaking a chain of interacting Brownian particles
Extremes of Gaussian processes over an infinite horizon
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields
Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
Generalized Pickands constants
Upper functions for positive random functionals. I: General setting and Gaussian random functions
Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion
Extreme value theory for continuous parameter stationary processes
A generalization of Strassen's functional law of iterated logarithm
Simultaneous bootstrap confidence bands in nonparametric regression
On Extremal Index of max-stable stationary processes
Remarks on Pickands' theorem
On the increments of the Wiener process
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem
A Law of Iterated Logarithm for Stationary Gaussian Processes
Asymptotic Properties of Gaussian Random Fields
Extremes of the standardized Gaussian noise
Sequential detection of common transient signals in high dimensional data stream
Extremes of locally stationary chi-square processes with trend
Large sample properties of kernel-type score function estimators
Nonparametric inference in a simple change-point model

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