The following pages link to (Q4864754):
Displaying 50 items.
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (Q68580) (← links)
- Gaussian copula time series with heavy tails and strong time dependence (Q255760) (← links)
- Maxima and sum for discrete and continuous time Gaussian processes (Q256501) (← links)
- Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets (Q265644) (← links)
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (Q267891) (← links)
- Extremes of Gaussian fields with a smooth random variance (Q273728) (← links)
- Extremes of a class of nonhomogeneous Gaussian random fields (Q282499) (← links)
- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications (Q289967) (← links)
- Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
- Extremes of stationary Gaussian storage models (Q291407) (← links)
- The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments (Q292900) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098) (← links)
- Point pattern analysis of spatial deformation and blurring effects on exceedances (Q321461) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- On Piterbarg theorem for maxima of stationary Gaussian sequences (Q383671) (← links)
- Probabilities of high excursions of Gaussian fields (Q393011) (← links)
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- Boundary noncrossings of additive Wiener fields (Q406615) (← links)
- Tail approximations of integrals of Gaussian random fields (Q428142) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes (Q450031) (← links)
- Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions (Q457282) (← links)
- The tail of the maximum of smooth Gaussian fields on fractal sets (Q471524) (← links)
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
- Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
- Finite time Parisian ruin of an integrated Gaussian risk model (Q512787) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Functional central limit theorem for the volume of excursion sets generated by associated random fields (Q534416) (← links)
- Extremes of the time-average of stationary Gaussian processes (Q554456) (← links)
- On approximating the probability of a large excursion of a nonstationary Gaussian process (Q606004) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- Extremes of Shepp statistics for Gaussian random walk (Q626270) (← links)
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- Log-likelihood ratio test for detecting transient change (Q633048) (← links)
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time (Q637097) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Asymptotic models and inference for extremes of spatio-temporal data (Q650739) (← links)
- Point processes of exceedances by random fields (Q651082) (← links)
- Extremes of Gaussian processes with a smooth random variance (Q719775) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- A note on upper estimates for Pickands constants (Q730709) (← links)
- Limiting distribution for the maximal standardized increment of a random walk (Q740186) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
