Exact asymptotics and limit theorems for supremum of stationary -processes over a random interval
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Publication:2447697
DOI10.1016/J.SPA.2013.03.009zbMATH Open1291.60107OpenAlexW2040360158MaRDI QIDQ2447697FDOQ2447697
Authors: Zhongquan Tan, Enkelejd Hashorva 
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.03.009
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Cited In (23)
- Estimates of the supremum of a class of stationary random processes
- Extremes of order statistics of stationary processes
- Limit laws for the maxima of stationary chi-processes under random index
- On maxima of chi-processes over threshold dependent grids
- Approximation of maximum of Gaussian random fields
- Extremes and First Passage Times of Correlated Fractional Brownian Motions
- Limit theorems for supremum of Gaussian processes over a random interval
- On the maxima of non stationary random fields subject to missing observations
- High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach
- Large extremes of Gaussian chaos processes
- High extrema of Gaussian chaos processes
- On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
- Extremes of Shepp statistics for fractional Brownian motion
- On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
- The extremes of dependent chi-processes attracted by the Brown-Resnick process
- Almost sure central limit theorems for the maxima of Gaussian functions
- Detecting non-simultaneous changes in means of vectors
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
- Extrema of multi-dimensional Gaussian processes over random intervals
- Large deviations of Shepp statistics for fractional Brownian motion
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
- Extremes of locally stationary Gaussian and chi fields on manifolds
- Extremes and limit theorems for difference of chi-type processes
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