Maxima of stationary Gaussian processes
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Cites work
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Cited in
(43)- Asymptotic properties of nonparametric curve estimates
- Kernel approximations of a Wiener process
- Computer experiments for the analysis of extreme-value phenomena
- The supremum of Gaussian processes with a constant variance
- Empirical Bayes rules and 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
- Limit distributions for the maxima of stationary Gaussian processes
- Almost sure limiting behaviour of first crossing points of Gaussian sequences
- Extreme value distribution for normalized sums from stationary Gaussian sequences
- Extremes of threshold-dependent Gaussian processes
- Extremal behavior of hitting a cone by correlated Brownian motion with drift
- Asymptotic behaviour of Gaussian processes with integral representation.
- On the asymptotic behaviour of stationary Gaussian processes
- Asymptotic behavior of the convex hull of a stationary Gaussian process
- Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
- Asymptotics of running maxima for -subgaussian random double arrays
- Extrema of a Gaussian random field: Berman's sojourn time method
- Limits for partial maxima of Gaussian random vectors
- Extremes of vector-valued Gaussian processes
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)
- On dynamical Gaussian random walks
- Extremes and First Passage Times of Correlated Fractional Brownian Motions
- Sur les instants de grande amplitude des trajectoires de processus gaussiens stationnaires
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- Asymptotic behaviour of Gaussian random fields
- Growth rate of Gaussian processes with stationary increments
- Extremes of -reflected Gaussian processes with stationary increments
- Time-revealed convergence properties of normalized maxima in stationary Gaussian processes
- Extremes of nonstationary Gaussian fluid queues
- An iterated logarithm law for the maximum in a stationary gaussian sequence
- Upcrossing Probabilities for Stationary Gaussian Processes
- A class of limiting distributions of high level excursions of Gaussian processes
- An Asymptotic Property of Gaussian Processes. I
- Maxima and High Level Excursions of Stationary Gaussian Processes
- An asymptotic property of Gaussian stationary processes
- Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics
- Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means
- A remark on elephant random walks via the classical law of the iterated logarithm for self-similar Gaussian processes
- Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
- Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables
- Exceptional times and invariance for dynamical random walks
- Extremes of weighted Brownian bridges in increasing dimension
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