scientific article; zbMATH DE number 3259552

zbMATH Open0162.21102MaRDI QIDQ5544740FDOQ5544740

Authors: M. Ross Leadbetter, Harald Cramér 

Publication date: 1967

Title of this publication is not available (Why is that?)

zbMATH Keywords

probability theory

Cited In (only showing first 100 items - show all)

• Mathematical analysis of some iterative methods for the reconstruction of memory kernels
• Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories)
• A stochastic Remes algorithm
• A random field model for estimating the content of soil layers
• Statistical causality and separable processes
• Stochastic eigenvalue problems for differential equations
• Structural, continuity, and asymptotic properties of a branching particle system
• Asymptotic behavior of the prediction error for stationary sequences
• Space and spectral domain relative entropy for homogeneous random fields
• Hölder continuity of sample paths in Euclidean field theory
• Gaussian sample functions and the Hausdorff dimension of level crossings
• Level sets of random fields and applications: specular points and wave crests
• Granger causality from quantized measurements
• Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation
• Characterization of random microstructural stresses and fracture estimation
• Projections on spherical cones, maximum of Gaussian fields and Rice's method.
• Long-term fading channel estimation from sample covariances
• Scalar curvature and \(Q\)-curvature of random metrics
• Wave intensities and slopes in Lagrangian seas
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• Convergence analysis of smoothed stochastic gradient-type algorithm
• Extreme value theory for continuous parameter stationary processes
• On expected number of real zeros of a random hyperbolic polynomial with dependent coefficients
• Elliptic self-similar stochastic processes
• Symmetric Laplace transform and its application to parametric identification of linear systems
• Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes
• Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities
• On the Fourier series of a stationary process. II
• Analysis of a general recursive prediction error identification algorithm
• A Bayesian approach to flexible modeling of multivariable response functions
• Generalized level crossings and tangencies of a random field with smooth sample functions
• Real zeros of a class of hyperbolic polynomials with random coefficients
• Identification and optimal estimation of random fields from scattered pointwise data
• Argumentwise invariant kernels for the approximation of invariant functions
• Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes
• Multiple Wiener-Itô integral expansions for level-crossing-count functionals
• Asymptotic Poisson character of extremes in non-stationary Gaussian models
• High-accuracy control systems with singular perturbations
• Extending the volatility concept to point processes
• Pseudo-canonical forms, identifiable parametrizations and simple parameter estimation for linear multivariable systems: Parameter estimation
• A non-parametric approach to smoothing by aggregation over preferences
• Some limit theorems for Walsh-harmonizable dyadic stationary sequences
• Expectations equilibria with dispersed forecasts
• Excursions above high levels by Gaussian random fields
• Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes
• Limiting distribution of sums of nonnegative stationary random variables
• Notes regarding the local properties of the sample functions of random processes
• On joint universality of periodic Hurwitz zeta-functions
• On the distribution of the eigenvalues of the Schrödinger equation with a random potential
• Crossings of a random trigonometric polynomial
• Model approximations via prediction error identification
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• Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\)
• On excursion sets, tube formulas and maxima of random fields.
• Some asymptotic formulas for the Bogoliubov Gaussian measure
• Functional Feynman-Kac equations for limit lognormal multifractals
• On smoothness properties of spatial processes
• A comparison of Kriging with nonparametric regression methods
• Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
• Multipower variation for Brownian semistationary processes
• Stationary min-stable stochastic processes
• Algebraic polynomials with symmetric random coefficients
• Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds
• Measuring the roughness of random paths by increment ratios
• The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
• Asymptotics for \(p\)-value based threshold estimation in regression settings
• Expected number and height distribution of critical points of smooth isotropic Gaussian random fields
• Bayesian nonparametric regression with varying residual density
• Testing monotonicity of regression.
• On estimation of the extended Orey index for Gaussian processes
• Monochromaticity of orientation maps in V1 implies minimum variance for hypercolumn size
• Orientation maps in V1 and non-Euclidean geometry
• On the excursion random measure of stationary processes
• New bounds for the first passage, wave-length and amplitude densities
• A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
• K-distributed vector random fields in space and time
• New features on real zeros of random polynomials
• SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
• Nonparametric binary regression using a Gaussian process prior
• Rice formulae and Gaussian waves
• Conditional Monte Carlo method for dynamic systems with random properties
• Distribution of the height of local maxima of Gaussian random fields
• Some remarks on the Smoluchowski-Kramers approximation
• On the average number of level crossings of certain Gaussian random polynomials
• The real zeros of a random algebraic polynomial with dependent coefficients
• Flocking in noisy environments
• On the distribution of the maximum of a Gaussian field with \(d\) parameters
• Nodal length fluctuations for arithmetic random waves
• Posterior consistency of Gaussian process prior for nonparametric binary regression
• A simplified representation of the covariance structure of axially symmetric processes on the sphere
• Subspace based system identification with periodic excitation signals
• Phase transition and level-set percolation for the Gaussian free field
• Penalized maximum likelihood and semiparametric second-order efficiency
• Life expectancy under random censorship
• Oscillators submitted to squared Gaussian processes
• On convergence rates of suprema
• Nonlinear stochastic differential equations
• A penalized empirical likelihood method in high dimensions
• Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes
• On the second moment of the number of crossings by a stationary Gaussian process

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