On approximating the probability of a large excursion of a nonstationary Gaussian process
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Cited in
(16)- Probability of a large excursion of a nonstationary Gaussian process. I
- Probability of a large rejection of a nonstationary Gaussian process. II
- Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm
- Density of the probability of a large rejection of a Gaussian stochastic process. II
- High excursions for nonstationary generalized chi-square processes
- A possible definition of a stationary tangent.
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
- High excursions of Gaussian nonstationary processes in discrete time
- Asymptotics for the probability of not exceeding a curvilinear level by a Gaussian random walk
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- scientific article; zbMATH DE number 796436 (Why is no real title available?)
- Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes
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