Maximum and High Level Excursion of a Gaussian Process with Stationary Increments
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Publication:5651968
DOI10.1214/AOMS/1177692476zbMATH Open0241.60030OpenAlexW2033882840MaRDI QIDQ5651968FDOQ5651968
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
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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