On the distribution of functionals of stationary Gaussian processes
From MaRDI portal
Publication:1324577
DOI10.1016/0167-7152(93)90033-FzbMath0925.60031OpenAlexW2089390431MaRDI QIDQ1324577
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
Related Items
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
Cites Work
- The asymptotic distribution of the scan statistic under uniformity
- First Passage Time for a Particular Gaussian Process
- The Use of MOSUMS for Quality Control
- First-passage time for a particular stationary periodic Gaussian process
- MOSUM tests for parameter constancy
- Radon-Nikodym Derivatives of Gaussian Measures
- First Passage Time for a Particular Gaussian Process
- The Asymptotic Distribution of the Range of Sums of Independent Random Variables