Maximum and High Level Excursion of a Gaussian Process with Stationary Increments

DOI10.1214/AOMS/1177692476MaRDI QIDQ5651968zbMATH OpenOpenAlexFDO

Authors Simeon M. Berman

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692476

Mathematics Subject Classification ID

Gaussian processes (60G15) Markov processes (60J99) Stationary stochastic processes (60G10) Sample path properties (60G17)

Cited in

(5)

• Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
• Simultaneous quantile inference for non-stationary long-memory time series
• On convergence rates of suprema
• Extremes of Gaussian processes over an infinite horizon
• A note on extreme values of locally stationary Gaussian processes

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