Pages that link to "Item:Q2447697"
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The following pages link to Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697):
Displayed 20 items.
- High extrema of Gaussian chaos processes (Q291406) (← links)
- Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
- Detecting non-simultaneous changes in means of vectors (Q905099) (← links)
- Limit theorems for supremum of Gaussian processes over a random interval (Q1989869) (← links)
- Extremes of locally stationary Gaussian and chi fields on manifolds (Q1994913) (← links)
- Limit laws for the maxima of stationary chi-processes under random index (Q2342869) (← links)
- Extremes of order statistics of stationary processes (Q2351812) (← links)
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes (Q2375846) (← links)
- Approximation of maximum of Gaussian random fields (Q2405398) (← links)
- Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) (← links)
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) (← links)
- Large extremes of Gaussian chaos processes (Q2631195) (← links)
- Extremes and limit theorems for difference of chi-type processes (Q2954241) (← links)
- Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
- High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach (Q4961761) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- Almost sure central limit theorems for the maxima of Gaussian functions (Q5104517) (← links)
- On maxima of chi-processes over threshold dependent grids (Q5739684) (← links)
- On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences (Q5875320) (← links)
- The extremes of dependent chi-processes attracted by the Brown-Resnick process (Q6192421) (← links)