Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
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Publication:4265262
DOI10.1051/ps:1999105zbMath0933.60032MaRDI QIDQ4265262
Alain Croquette, Christine Cierco-Ayrolles, Jean-Marc Azaïs
Publication date: 10 October 1999
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/104252
60G15: Gaussian processes
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
62E17: Approximations to statistical distributions (nonasymptotic)
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Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes, Asymptotics for likelihood ratio tests under loss of identifiability, Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present, Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices, Asymptotic Poisson character of extremes in non-stationary Gaussian models, On the tails of the distribution of the maximum of a smooth stationary Gaussian process
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