Asymptotic Properties of the Maximum in a Stationary Gaussian Process

Cited in

(91)

A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
Efficient simulation for the maximum of infinite horizon discrete-time Gaussian processes
Asymptotic formula for the conjunction probability of smooth stationary Gaussian fields
On extreme value theory for group stationary Gaussian processes
On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process
Extrema of a Gaussian random field: Berman's sojourn time method
Testing for Breaks in Regression Models with Dependent Data
Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
Time-revealed convergence properties of normalized maxima in stationary Gaussian processes
Pickands-Piterbarg constants for self-similar Gaussian processes
Asymptotic behaviour of Gaussian random fields
A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process
Some limit results on supremum of Shepp statistics for fractional Brownian motion
scientific article; zbMATH DE number 7054953 (Why is no real title available?)
Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory
Pickands' constant at first order in an expansion around Brownian motion
Some limit results for probabilities estimates of Brownian motion with polynomial drift
Stability of Traveling Waves on Exponentially Long Timescales in Stochastic Reaction-Diffusion Equations
The joint distribution of running maximum of a Slepian process
On the continuity of Pickands constants
The extremes of dependent chi-processes attracted by the Brown-Resnick process
Generalized Pickands constants and stationary max-stable processes
Asymptotics of maxima of strongly dependent Gaussian processes
Extremes of Gaussian processes over an infinite horizon
Travelling waves for reaction-diffusion equations forced by translation invariant noise
Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence
Parameter estimation for fractional Ornstein-Uhlenbeck processes
On generalised Piterbarg constants
On sampling of stationary increment processes
Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics
Extremes of vector-valued Gaussian processes: exact asymptotics
Some variations on the extremal index
Limiting distribution of the continuity modulus for Gaussian processes with stationary increments
Extremes of Shepp statistics for the Wiener process
Extremes of \(q\)-Ornstein-Uhlenbeck processes
On asymptotic constants in the theory of extremes for Gaussian processes
On Extremal Index of max-stable stationary processes
On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
Exact asymptotics of supremum of a stationary Gaussian process over a random interval
Limit distributions for the maxima of stationary Gaussian processes
Extreme value distribution for normalized sums from stationary Gaussian sequences
Extremes of a class of nonhomogeneous Gaussian random fields
Piterbarg theorems for chi-processes with trend
Approximation of passage times of \(\gamma\)-reflected processes with FBM input
A note on extreme values of locally stationary Gaussian processes
On excursion sets, tube formulas and maxima of random fields.
Approximation of sojourn times of Gaussian processes
Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
Estimation of return values for significant wave height from satellite data
Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability
Limit theorems for supremum of Gaussian processes over a random interval
Extremes of the standardized Gaussian noise
Extremes of multidimensional stationary Gaussian random fields
Scan statistics of Lévy noises and marked empirical processes
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
Asymptotic properties of nonparametric curve estimates
Lower tail probabilities for Gaussian processes.
Extremes of Shepp statistics for fractional Brownian motion
A Law of Iterated Logarithm for Stationary Gaussian Processes
Limit laws on extremes of nonhomogeneous Gaussian random fields
Large deviations of Shepp statistics for fractional Brownian motion
Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
Persistence of Gaussian processes: non-summable correlations
On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
Maxima and sum for discrete and continuous time Gaussian processes
Conditions for the convergence in distribution of maxima of stationary normal processes
A statistically important Gaussian process
Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
scientific article; zbMATH DE number 3776606 (Why is no real title available?)
Generalized Pickands constants
On extremal index of max-stable random fields
Extremes of space-time Gaussian processes
Representations of \(\max\)-stable processes via exponential tilting
Kink estimation with correlated noise
Maxima of stochastic processes driven by fractional Brownian motion
On the infimum attained by the reflected fractional Brownian motion
New and refined bounds for expected maxima of fractional Brownian motion
Extremes of vector-valued Gaussian processes
Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
On covariance functions with slowly or regularly varying modulo of continuity
On convergence rates of suprema
Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields
Remarks on Pickands' theorem
Ruin probability for Gaussian integrated processes.
A note on upper estimates for Pickands constants
On the asymptotics of supremum distribution for some iterated processes

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