On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
From MaRDI portal
Publication:5875320
DOI10.1080/03610926.2021.1926508OpenAlexW3160537667MaRDI QIDQ5875320
Publication date: 3 February 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1926508
Related Items (1)
Cites Work
- On limit distributions of the time of first passage over a high level
- Log-likelihood ratio test for detecting transient change
- Extremes of locally stationary chi-square processes with trend
- On extremal theory for stationary processes
- Extremes and related properties of random sequences and processes
- On limit distributions of first crossing points of Gaussian sequences
- Almost sure limiting behaviour of first crossing points of Gaussian sequences
- High excursions for nonstationary generalized chi-square processes
- Approximations in the problem of level crossing by a compound renewal process
- On a test statistic for linear trend
- Piterbarg theorems for chi-processes with trend
- 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
- Limit distribution of the last exit time for stationary random sequences
- Extrema and level crossings of χ2 processes
- The law of the iterated logarithm for the last exit time of independent random sequences
- Some properties of the crossings process generated by a stationary χ2 process
- The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables
- Slepian models for X2-processes with dependent components with application to envelope upcrossings
- Almost sure central limit theorems for the maxima of Gaussian functions
- On maxima of chi-processes over threshold dependent grids
- Unnamed Item
This page was built for publication: On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences