scientific article; zbMATH DE number 846847
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 193377
- Twenty lectures about Gaussian processes
- Asymptotic expansions for the distribution of the maximum of Gaussian random fields
- Asymptotics of large deviation probabilities for Gaussian fields
- High excursions for nonstationary generalized chi-square processes
Cited in
(only showing first 100 items - show all)- scientific article; zbMATH DE number 7662453 (Why is no real title available?)
- On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields
- On the probability of conjunctions of stationary Gaussian processes
- Interpolation, correlation identities, and inequalities for infinitely divisible variables
- Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics
- The tail of the maximum of smooth Gaussian fields on fractal sets
- A note on LDP for supremum of Gaussian processes over infinite horizon
- On average losses in the ruin problem with fractional Brownian motion as input
- Maxima of moving sums in a Poisson random field
- Zooming in on a Lévy process at its supremum
- Estimation of change-point models
- Extremes of homogeneous Gaussian random fields
- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- scientific article; zbMATH DE number 193377 (Why is no real title available?)
- Probabilities of high excursions of Gaussian fields
- Large deviations related to the law of the iterated logarithm for Itô diffusions
- Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
- Extremes of order statistics of stationary processes
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion
- The supremum of a Gaussian process over a random interval
- A heavy traffic approach to modeling large life insurance portfolios
- On the shape of a high excursion of a Gaussian stationary process
- Boundary noncrossings of additive Wiener fields
- Some new multivariate tests of independence
- Extremes of the time-average of stationary Gaussian processes
- Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs
- Mixed Gaussian probabilistic models of real processes
- Scan statistics of Lévy noises and marked empirical processes
- On large deviations for the Shepp statistic
- Limiting crossing probabilities of random fields
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Almost sure limit theorem for stationary Gaussian random fields
- Functional central limit theorem for the volume of excursion sets generated by associated random fields
- Detection of transient change in mean -- a linear behavior inside epidemic interval
- On the shape of high excursions of Gaussian stationary processes
- Open problems in Gaussian fluid queueing theory
- Efficient simulations for the exponential integrals of Hölder continuous Gaussian random fields
- Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
- On approximating the probability of a large excursion of a nonstationary Gaussian process
- Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals
- Probabilities of high extremes for a Gaussian stationary process in a random environment
- Extremes of locally stationary chi-square processes with trend
- Extremes of Shepp statistics for Gaussian random walk
- Testing for epidemic changes in the mean of a multiparameter stochastic process
- Generalized Pickands constants
- Scan clustering: A false discovery approach
- Extremes of space-time Gaussian processes
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Extremes of multidimensional Gaussian processes
- Some applications of the strong approximation of the integrated empirical copula processes
- Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes
- Sup-norm convergence rates for Lévy density estimation
- Point processes of exceedances by random fields
- A smooth simultaneous confidence corridor for the mean of sparse functional data
- Finite time Parisian ruin of an integrated Gaussian risk model
- Extreme values of portfolio of Gaussian processes and a trend
- Clustering of high values in random fields
- Distribution of maximum loss of fractional Brownian motion with drift
- A test for independence of two multivariate samples
- Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
- Remarks on Pickands' theorem
- An extension of almost sure central limit theorem for the maximum of stationary Gaussian random fields
- Extreme value theory for stochastic integrals of Legendre polynomials
- Excursion probability of certain non-centered smooth Gaussian random fields
- A note on upper estimates for Pickands constants
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
- The volume-of-tube method for Gaussian random fields with inhomogeneous variance
- Extremes of Gaussian processes with smooth random expectation and smooth random variance
- Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays
- On the maxima and sums of homogeneous Gaussian random fields
- Extrema of a Gaussian random field: Berman's sojourn time method
- High excursions of Bessel process and other processes of Bessel type
- Modeling and fitting of time series with heavy distribution tails and strong time dependence by Gaussian time series
- On confidence bands for multivariate nonparametric regression
- Conjunction probability of smooth centered Gaussian processes
- Sojourn times of Gaussian processes with trend
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
- Prospective space-time surveillance with cumulative surfaces for geographical identification of the emerging cluster
- The limit theorems for maxima of stationary Gaussian processes with random index
- The harmonic mean formula for random processes
- Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
- The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
- Straight to the Source: Detecting Aggregate Objects in Astronomical Images With Proper Error Control
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
- Limit laws for the maxima of stationary chi-processes under random index
- Finite-time ruin probability for correlated Brownian motions
- Large excursion probabilities for random fields close to Gaussian ones
- Extremes of standard multifractional Brownian motion
- Bounds for expected supremum of fractional Brownian motion with drift
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
- Extremes of locally stationary Gaussian and chi fields on manifolds
- Pandemic-type failures in multivariate Brownian risk models
- Does modeling a structural break improve forecast accuracy?
- Simultaneous ruin probability for multivariate Gaussian risk model
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\)
- Maximal Inequalities for Fractional Brownian Motion: An Overview
- An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process
- Orderings of weakly correlated random variables, and prime number races with many contestants
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864754)
