On limit distributions of first crossing points of Gaussian sequences

DOI10.1016/0304-4149(77)90018-7MaRDI QIDQ1243947zbMATH OpenOpenAlexFDO

Authors J. 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)

Cites work

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

Cited in

(7)

• 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
• The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences
• Asymptotic approximation of crossing probabilities of random sequences
• Almost sure limiting behaviour of first crossing points of Gaussian sequences
• Limit distribution of the last exit time for stationary random sequences

This page was built for publication: On limit distributions of first crossing points of Gaussian sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1243947)