On large increments of a two-parameter fractional Wiener process
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Cites work
- A note on lim infs for increments of a fractional Brownian motion
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- On the size of the increments of nonstationary Gaussian processes
- Small values of Gaussian processes and functional laws of the iterated logarithm
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Cited in
(10)- On the large values of the Wiener process
- Some properties for two-parameter fractional Lévy-Wiener process
- A liminf result on two-parameter Gaussian process
- How big are the lag increments of a two-parameter Wiener process?
- How big are the Csörgö-Révész increments of two-parameter Wiener processes?
- A general form of the increments of two-parameter fractional Wiener process
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- Extremes of Shepp statistics for fractional Brownian motion
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