Asymptotic Properties of Gaussian Processes
From MaRDI portal
Publication:5660335
DOI10.1214/aoms/1177692638zbMath0247.60031OpenAlexW1990399477MaRDI QIDQ5660335
Hisao Watanabe, Clifford Qualls
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692638
Gaussian processes (60G15) Stationary stochastic processes (60G10) Large deviations (60F10) Sample path properties (60G17)
Related Items (38)
Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields ⋮ A note on extreme values of locally stationary Gaussian processes ⋮ Upper classes for the increments of fractional Wiener processes ⋮ On covariance functions with slowly or regularly varying modulo of continuity ⋮ Inference in a model with at most one slope-change point ⋮ On large increments of infinite series of Ornstein-Uhlenbeck processes ⋮ Upper functions for positive random functionals. I: General setting and Gaussian random functions ⋮ Some liminf results on increments of fractional Brownian motion ⋮ Extremes of Gaussian random fields with regularly varying dependence structure ⋮ Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion ⋮ Sequential detection of common transient signals in high dimensional data stream ⋮ Asymptotic properties of Gaussian processes ⋮ Large sample properties of kernel-type score function estimators ⋮ Generalized Pickands constants ⋮ Maximum and minimum of one-dimensional diffusions ⋮ On convergence of the uniform norms for Gaussian processes and linear approximation problems ⋮ Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes ⋮ Nonparametric inference in a simple change-point model ⋮ Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method ⋮ Limit theorems for supremum of Gaussian processes over a random interval ⋮ On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space ⋮ Extremes of Gaussian processes over an infinite horizon ⋮ Extremes of the standardized Gaussian noise ⋮ Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices ⋮ Remarks on Pickands theorem ⋮ On Extremal Index of max-stable stationary processes ⋮ The behaviour of a non-differentiable stationary Gaussian process after a level crossing ⋮ The exact distribution of extremes of a non-Gaussian process ⋮ Extremes of locally stationary chi-square processes with trend ⋮ Upper classes for the increments of the fractional Wiener process ⋮ A generalization of Strassen's functional law of iterated logarithm ⋮ Extreme value theory for continuous parameter stationary processes ⋮ Breaking a chain of interacting Brownian particles ⋮ A Law of Iterated Logarithm for Stationary Gaussian Processes ⋮ Asymptotic Properties of Gaussian Random Fields ⋮ On the increments of the Wiener process ⋮ Breaking a Chain of Interacting Brownian Particles: A Gumbel Limit Theorem ⋮ Simultaneous bootstrap confidence bands in nonparametric regression
This page was built for publication: Asymptotic Properties of Gaussian Processes