On the distribution of functionals of stationary Gaussian processes

DOI10.1016/0167-7152(93)90033-FzbMATH Open0925.60031OpenAlexW2089390431MaRDI QIDQ1324577FDOQ1324577

Authors: Kurt Hornik 

Publication date: 8 November 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90033-f

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• The Asymptotic Distribution of the Range of Sums of Independent Random Variables
• MOSUM tests for parameter constancy
• The Use of MOSUMS for Quality Control
• The asymptotic distribution of the scan statistic under uniformity
• Radon-Nikodym Derivatives of Gaussian Measures
• First Passage Time for a Particular Gaussian Process
• First Passage Time for a Particular Gaussian Process
• First-passage time for a particular stationary periodic Gaussian process

Cited In (3)

• Gaussian process modeling of large-scale terrain
• Capability of neural networks in computing the outputs of dynamic systems with inputs defined on the whole space
• Functional data learning by Hilbert feedforward neural networks

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