Random locations of periodic stationary processes
From MaRDI portal
Publication:1730936
DOI10.1016/j.spa.2018.03.023zbMath1409.60052arXiv1603.01527OpenAlexW2963873454MaRDI QIDQ1730936
Publication date: 6 March 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.01527
Cites Work
- Unnamed Item
- Unnamed Item
- Is the location of the supremum of a stationary process nearly uniformly distributed?
- Distribution of the supremum location of stationary processes
- Aggregation-robustness and model uncertainty of regulatory risk measures
- Cube root asymptotics
- Extremes and related properties of random sequences and processes
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
- A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
- Intrinsic location functionals of stationary processes
- Joint Mixability
- General convex order on risk aggregation
- On the Location of the Maximum of a Continuous Stochastic Process
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1
- Random locations, ordered random sets and stationarity
This page was built for publication: Random locations of periodic stationary processes