Pages that link to "Item:Q1214716"

The following pages link to Sojourns and extremes of Gaussian processes (Q1214716):

Displaying 44 items.

• Global smoothness estimation of a Gaussian process from general sequence designs (Q405335) (← links)
• Estimating the order of mean-square derivatives with quadratic variations (Q453781) (← links)
• Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
• Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
• Extremes of the standardized Gaussian noise (Q550150) (← links)
• Spline approximation of a random process with singularity (Q619810) (← links)
• Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
• Estimation of the maximum value of a signal in Gaussian white noise (Q792718) (← links)
• Fisher's method of scoring in the problem of frequency estimation (Q800066) (← links)
• The limit distribution of the maximal deviation of a spline estimate of a probability density (Q912475) (← links)
• The first zero of an empirical characteristic function (Q923472) (← links)
• Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738) (← links)
• Extreme sojourns of a Gaussian process with a point of maximum variance (Q1071379) (← links)
• Unilateral estimate for the supremum distribution of certain processes (Q1110904) (← links)
• Asymptotic properties of Gaussian processes (Q1152636) (← links)
• Spatial adaption for predicting random functions (Q1307098) (← links)
• On convergence of the uniform norms for Gaussian processes and linear approximation problems (Q1429122) (← links)
• Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
• Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
• On estimating the rate of return (Q1814446) (← links)
• A note on extreme values of locally stationary Gaussian processes (Q1890878) (← links)
• Spline approximation of random processes and design problems (Q1970846) (← links)
• Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
• On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
• The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models (Q2322570) (← links)
• Stratified Monte Carlo quadrature for continuous random fields (Q2340296) (← links)
• On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields (Q2347425) (← links)
• Weighted power variation of integrals with respect to a Gaussian process (Q2348745) (← links)
• Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes (Q2375846) (← links)
• On the maxima and sums of homogeneous Gaussian random fields (Q2407762) (← links)
• On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) (← links)
• Extremes of normed empirical moment generating function processes (Q2488434) (← links)
• Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes (Q2488451) (← links)
• Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes (Q2859293) (← links)
• The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes (Q2875256) (← links)
• Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
• Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion (Q3914147) (← links)
• A new kind of tightness of probability measures, and its applications to integral functionals of stochastic processes (Q4136281) (← links)
• Limit laws on extremes of nonhomogeneous Gaussian random fields (Q4684892) (← links)
• On a time deformation reducing nonstationary stochastic processes to local stationarity (Q4819451) (← links)
• Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields (Q5031691) (← links)
• On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models (Q5140652) (← links)
• Piecewise-Multilinear Interpolation of a Random Field (Q5396586) (← links)
• A simple test of completeness in a class of nonparametric specification (Q5865517) (← links)