scientific article; zbMATH DE number 846847
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- Some limit results on supremum of Shepp statistics for fractional Brownian motion
- Scan statistics of Lévy noises and marked empirical processes
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- Maximal Inequalities for Fractional Brownian Motion: An Overview
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- Kernel density estimators: convergence in distribution for weighted sup-norms
- The joint distribution of running maximum of a Slepian process
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- Multiscale adaptive inference on conditional moment inequalities
- Extremes of order statistics of stationary processes
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- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
- Remarks on Pickands' theorem
- Large excursion probabilities for random fields close to Gaussian ones
- Limit laws for the maxima of stationary chi-processes under random index
- Asymptotic expansion of Gaussian chaos via probabilistic approach
- Extremes of space-time Gaussian processes
- Clustering of high values in random fields
- Extremes of a class of nonhomogeneous Gaussian random fields
- Sojourns of fractional Brownian motion queues: transient asymptotics
- Distribution of maximum loss of fractional Brownian motion with drift
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- On the probability of conjunctions of stationary Gaussian processes
- Extremes of independent Gaussian processes
- The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences
- Moderate deviation for random elliptic PDE with small noise
- Approximation of maximum of Gaussian random fields
- Log-likelihood ratio test for detecting transient change
- Maxima of stochastic processes driven by fractional Brownian motion
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
- A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
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- Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds
- On asymptotic constants in the theory of extremes for Gaussian processes
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- On confidence bands for multivariate nonparametric regression
- Limit laws for maxima of contracted stationary Gaussian sequences
- Extremes of Gaussian processes with a smooth random variance
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- Comparison inequalities for order statistics of Gaussian arrays
- High excursion probabilities for Gaussian fields on smooth manifolds
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- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
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- Cox limit theorem for large excursions of a norm of a Gaussian vector process
- On the density functions of integrals of Gaussian random fields
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- Extremes of stationary Gaussian storage models
- On the maxima of non stationary random fields subject to missing observations
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- Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability
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