Extreme values and crossings for theX2-Process and Other Functions of Multidimensional Gaussian Processes, by Reliability Applications
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Publication:3873248
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(28)- Gaussian stochastic processes
- Asymptotic crossing rates for stationary Gaussian vector processes
- The ^ 2 process and its application to statistics
- Point processes of exits by bivariate Gaussian processes and extremal theory for the ^2-process and its concomitants
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
- High excursions for nonstationary generalized chi-square processes
- Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process
- Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.
- On extremes and streams of upcrossing.
- Reduction principle for functionals of vector random fields
- Piterbarg theorems for chi-processes with trend
- Limit laws for the maxima of stationary chi-processes under random index
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
- Outcrossings of safe regions by generalized hyperbolic processes
- Large extremes of Gaussian chaos processes
- High extrema of Gaussian chaos processes
- Extremes and limit theorems for difference of chi-type processes
- On extreme value theory for group stationary Gaussian processes
- High extremes of Gaussian chaos processes: a discrete time approximation approach
- Extremes of L^p-norm of vector-valued Gaussian processes with trend
- Almost sure central limit theorems for the maxima of Gaussian functions
- Sojourns of vector Gaussian processes inside and outside spheres
- On maxima of chi-processes over threshold dependent grids
- The extremes of dependent chi-processes attracted by the Brown-Resnick process
- Generalized mixtures of Gaussian processes with an application to Bitcoin daily price analysis
- Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes
- Cox limit theorem for large excursions of a norm of a Gaussian vector process
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