Asymptotic Properties of the Maximum in a Stationary Gaussian Process

Cited in

(96)

Limit laws on extremes of nonhomogeneous Gaussian random fields
On excursion sets, tube formulas and maxima of random fields.
Maxima and sum for discrete and continuous time Gaussian processes
A Law of Iterated Logarithm for Stationary Gaussian Processes
Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
Some limit results on supremum of Shepp statistics for fractional Brownian motion
Scan statistics of Lévy noises and marked empirical processes
Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
Extremes of vector-valued Gaussian processes
Extreme value distribution for normalized sums from stationary Gaussian sequences
Approximation of sojourn times of Gaussian processes
Lower tail probabilities for Gaussian processes.
On the speed of convergence of discrete Pickands constants to continuous ones
The joint distribution of running maximum of a Slepian process
Exact asymptotics of supremum of a stationary Gaussian process over a random interval
Asymptotic properties of nonparametric curve estimates
Remarks on Pickands' theorem
Extremes of space-time Gaussian processes
Extremes of a class of nonhomogeneous Gaussian random fields
Pickands-Piterbarg constants for self-similar Gaussian processes
Maxima of stochastic processes driven by fractional Brownian motion
Representations of \(\max\)-stable processes via exponential tilting
On asymptotic constants in the theory of extremes for Gaussian processes
Generalized Pickands constants and stationary max-stable processes
Limit distributions for the maxima of stationary Gaussian processes
scientific article; zbMATH DE number 3776606 (Why is no real title available?)
Limit theorems for supremum of Gaussian processes over a random interval
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
On the infimum attained by the reflected fractional Brownian motion
Parameter estimation for an Ornstein-Uhlenbeck process driven by a type of Gaussian noise with Hurst parameter \(H\in (0,\frac{1}{2})\)
Extremes of the standardized Gaussian noise
Upper bound for the conjunction probability of smooth stationary two-dimensional Gaussian fields
Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability
On extremal index of max-stable random fields
Kink estimation with correlated noise
Travelling waves for reaction-diffusion equations forced by translation invariant noise
Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory
Asymptotic formula for the conjunction probability of smooth stationary Gaussian fields
Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
Extremes of Shepp statistics for fractional Brownian motion
On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
Asymptotics of maxima of strongly dependent Gaussian processes
On covariance functions with slowly or regularly varying modulo of continuity
Parameter estimation for fractional Ornstein-Uhlenbeck processes
Testing for Breaks in Regression Models with Dependent Data
Limiting distribution of the continuity modulus for Gaussian processes with stationary increments
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
On the continuity of Pickands constants
Asymptotic behaviour of Gaussian random fields
On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence
On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
On convergence rates of suprema
On sampling of stationary increment processes
Extremes of q-Ornstein-Uhlenbeck processes
Stability of Traveling Waves on Exponentially Long Timescales in Stochastic Reaction-Diffusion Equations
A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
The extremes of dependent chi-processes attracted by the Brown-Resnick process
Extremes of vector-valued Gaussian processes: exact asymptotics
Extrema of a Gaussian random field: Berman's sojourn time method
Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
On extreme value theory for group stationary Gaussian processes
Extremes of multidimensional stationary Gaussian random fields
scientific article; zbMATH DE number 7054953 (Why is no real title available?)
On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process
Some variations on the extremal index
Ruin probability for Gaussian integrated processes.
Estimation of return values for significant wave height from satellite data
Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
New and refined bounds for expected maxima of fractional Brownian motion
Extremes of Shepp statistics for the Wiener process
Persistence of Gaussian processes: non-summable correlations
Large deviations of Shepp statistics for fractional Brownian motion
Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
Extremes of Gaussian processes over an infinite horizon
A note on extreme values of locally stationary Gaussian processes
A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process
Time-revealed convergence properties of normalized maxima in stationary Gaussian processes
Piterbarg theorems for chi-processes with trend
Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
Pickands' constant at first order in an expansion around Brownian motion
On Extremal Index of max-stable stationary processes
Some limit results for probabilities estimates of Brownian motion with polynomial drift
Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields
A statistically important Gaussian process
Approximation of passage times of -reflected processes with FBM input
On the asymptotics of supremum distribution for some iterated processes
On generalised Piterbarg constants
A note on upper estimates for Pickands constants
Generalized Pickands constants
Persistence and ball exponents for Gaussian stationary processes
Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics
Efficient simulation for the maximum of infinite horizon discrete-time Gaussian processes
Conditions for the convergence in distribution of maxima of stationary normal processes

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