On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences

Cites Work

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Extremes and related properties of random sequences and processes
On limit distributions of the time of first passage over a high level
Log-likelihood ratio test for detecting transient change
On extremal theory for stationary processes
High excursions for nonstationary generalized chi-square processes
Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
Extremes and limit theorems for difference of chi-type processes
Piterbarg theorems for chi-processes with trend
On a test statistic for linear trend
Almost sure central limit theorems for the maxima of Gaussian functions
Extrema and level crossings of χ² processes
Slepian models for X²-processes with dependent components with application to envelope upcrossings
Extremes of locally stationary chi-square processes with trend
On limit distributions of first crossing points of Gaussian sequences
Almost sure limiting behaviour of first crossing points of Gaussian sequences
Some properties of the crossings process generated by a stationary χ² process
On maxima of chi-processes over threshold dependent grids
Approximations in the problem of level crossing by a compound renewal process
Limit distribution of the last exit time for stationary random sequences
The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables
The law of the iterated logarithm for the last exit time of independent random sequences

Cited In (2)

On the maxima of non stationary random fields subject to missing observations
The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences

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