On the shape of trajectories of Gaussian processes having large massive excursions. II
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Publication:2821772
DOI10.1137/S0040585X97T98782XzbMATH Open1370.60065OpenAlexW4238858846MaRDI QIDQ2821772FDOQ2821772
Authors: E. V. Kremena, J. Hüsler, V. I. Piterbarg 
Publication date: 23 September 2016
Published in: Theory of Probability and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t98782x
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Cites Work
- Title not available (Why is that?)
- Upcrossing Probabilities for Stationary Gaussian Processes
- Markov Processes, Gaussian Processes, and Local Times
- An Asymptotic Property of Gaussian Processes. I
- On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation
- On the shape of trajectories of Gaussian processes having large massive excursions
Cited In (6)
- On the shape of a high excursion of a Gaussian stationary process
- Massive excursions of Gaussian isotropic fields. Method of moments
- On shape of high massive excursions of trajectories of Gaussian homogeneous fields
- On the shape of trajectories of Gaussian processes having large massive excursions
- Method of moments for exit probabilities of Gaussian vector processes from a large region
- On the shape of high excursions of Gaussian stationary processes
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