On limit distributions of first crossing points of Gaussian sequences

DOI10.1016/0304-4149(77)90018-7zbMath0369.60028OpenAlexW2061606363MaRDI QIDQ1243947

Juerg Hüsler

Publication date: 1977

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(77)90018-7

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Related Items (7)

The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences ⋮ Limit distribution of the last exit time for stationary random sequences ⋮ Almost sure limiting behaviour of first crossing points of Gaussian sequences ⋮ The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables ⋮ Gaussian stochastic processes ⋮ On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences ⋮ Asymptotic approximation of crossing probabilities of random sequences

Cites Work

• Limit distributions for the maxima of stationary Gaussian processes
• Limit Theorems for the Maximum Term in Stationary Sequences

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