Extreme value theory for continuous parameter stationary processes
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Publication:3917239
Cites work
- scientific article; zbMATH DE number 3538604 (Why is no real title available?)
- scientific article; zbMATH DE number 3637020 (Why is no real title available?)
- scientific article; zbMATH DE number 3259552 (Why is no real title available?)
- scientific article; zbMATH DE number 3359478 (Why is no real title available?)
- Asymptotic Properties of Gaussian Processes
- Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
- Extreme Values in Uniformly Mixing Stationary Stochastic Processes
- Limit Theorems for the Maximum Term in Stationary Sequences
- Maxima and High Level Excursions of Stationary Gaussian Processes
- On extreme values in stationary sequences
- Sur la distribution limite du terme maximum d'une série aléatoire
- Upcrossing Probabilities for Stationary Gaussian Processes
Cited in
(6)- Limit laws on extremes of nonhomogeneous Gaussian random fields
- Convergence of thinning processes using compensators
- Semicontinuous processes in multi-dimensional extreme value theory
- On extremes and streams of upcrossing.
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
- Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.
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