The following pages link to (Q5651969):
Displaying 26 items.
- Extremes of a class of nonhomogeneous Gaussian random fields (Q282499) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Extremes of vector-valued Gaussian processes (Q2196388) (← links)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- On maximum of Gaussian random field having unique maximum point of its variance (Q2322838) (← links)
- Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) (← links)
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
- On the probability of conjunctions of stationary Gaussian processes (Q2453886) (← links)
- Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
- Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets (Q2662918) (← links)
- Estimation of change-point models (Q2671953) (← links)
- On the maximum of a Gaussian process with unique maximum point of its variance (Q2671960) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Asymptotics of Maxima of Strongly Dependent Gaussian Processes (Q4903045) (← links)
- Extremes of <i>L</i><sup><i>p</i></sup>-norm of vector-valued Gaussian processes with trend (Q5086460) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
- Extremes of Homogeneous Gaussian Random Fields (Q5252236) (← links)