Discrete and continuous time extremes of Gaussian processes

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Cites work

scientific article; zbMATH DE number 846847 (Why is no real title available?)
Extremes and related properties of random sequences and processes
From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process¹
Limit Theorems for the Maximum Term in Stationary Sequences
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Simulation of the Asymptotic Constant in Some Fluid Models

Cited in

(31)

Some asymptotic results on extremes of incomplete samples
Maxima and sum for discrete and continuous time Gaussian processes
Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields
Discrepancy, chaining and subgaussian processes
Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
The harmonic mean formula for random processes
Extremes of reflecting Gaussian processes on discrete grid
Approximation of sojourn times of Gaussian processes
Extremes of space-time Gaussian processes
On maxima of chi-processes over threshold dependent grids
Generalized Pickands constants and stationary max-stable processes
Comparison inequalities for order statistics of Gaussian arrays
Extreme values in ON/OFF models of teletraffic under permanent and periodic measurements
On Piterbarg theorem for maxima of stationary Gaussian sequences
Extreme value estimation for discretely sampled continuous processes
Extremes values of discrete and continuous time strongly dependent Gaussian processes
On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
Approximation of the maximum of storage process with fractional Brownian motion as input
Extremes on different grids and continuous time of stationary processes
On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
High excursions of Gaussian nonstationary processes in discrete time
Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
Discretization error for the maximum of a Gaussian field
The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes
Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
High extremes of Gaussian chaos processes: a discrete time approximation approach
Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences

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