Sojourns and extremes of Gaussian processes
From MaRDI portal
Publication:1214716
DOI10.1214/aop/1176996495zbMath0298.60026OpenAlexW2018115353MaRDI QIDQ1214716
Publication date: 1974
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996495
Gaussian processes (60G15) Sample path properties (60G17) Limit theorems in probability theory (60F99)
Related Items
Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields, Extremes of threshold-dependent Gaussian processes, Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields, A note on extreme values of locally stationary Gaussian processes, Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes, Extremes of vector-valued Gaussian processes with trend, On a time deformation reducing nonstationary stochastic processes to local stationarity, Unilateral estimate for the supremum distribution of certain processes, Extrema of a Gaussian random field: Berman's sojourn time method, On the maxima and sums of homogeneous Gaussian random fields, Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion, Spline approximation of a random process with singularity, Global smoothness estimation of a Gaussian process from general sequence designs, Asymptotic properties of Gaussian processes, The limit distribution of the maximal deviation of a spline estimate of a probability density, Estimating the order of mean-square derivatives with quadratic variations, On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes, The first zero of an empirical characteristic function, On convergence of the uniform norms for Gaussian processes and linear approximation problems, Spline approximation of random processes and design problems, On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models, Piecewise-Multilinear Interpolation of a Random Field, Extremes of vector-valued Gaussian processes: exact asymptotics, Extremes of Shepp statistics for fractional Brownian motion, Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes, On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes, Extremes of normed empirical moment generating function processes, Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes, Extremes of the standardized Gaussian noise, A new kind of tightness of probability measures, and its applications to integral functionals of stochastic processes, Limit laws on extremes of nonhomogeneous Gaussian random fields, Extremes of locally stationary chi-square processes with trend, On estimating the rate of return, The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models, Estimation of the maximum value of a signal in Gaussian white noise, Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes, Stratified Monte Carlo quadrature for continuous random fields, Spatial adaption for predicting random functions, Fisher's method of scoring in the problem of frequency estimation, A simple test of completeness in a class of nonparametric specification, On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields, Weighted power variation of integrals with respect to a Gaussian process, The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes, Extreme sojourns of a Gaussian process with a point of maximum variance
