Pages that link to "Item:Q5660335"

The following pages link to Asymptotic Properties of Gaussian Processes (Q5660335):

Displaying 38 items.

• Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields (Q265267) (← links)
• Upper functions for positive random functionals. I: General setting and Gaussian random functions (Q359388) (← links)
• Extremes of the standardized Gaussian noise (Q550150) (← links)
• Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
• Large sample properties of kernel-type score function estimators (Q908630) (← links)
• Nonparametric inference in a simple change-point model (Q944067) (← links)
• Upper classes for the increments of fractional Wiener processes (Q1094749) (← links)
• Inference in a model with at most one slope-change point (Q1112520) (← links)
• Asymptotic properties of Gaussian processes (Q1152636) (← links)
• Maximum and minimum of one-dimensional diffusions (Q1165523) (← links)
• Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes (Q1180185) (← links)
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space (Q1198551) (← links)
• The behaviour of a non-differentiable stationary Gaussian process after a level crossing (Q1240958) (← links)
• The exact distribution of extremes of a non-Gaussian process (Q1241930) (← links)
• Upper classes for the increments of the fractional Wiener process (Q1263874) (← links)
• On convergence of the uniform norms for Gaussian processes and linear approximation problems (Q1429122) (← links)
• On covariance functions with slowly or regularly varying modulo of continuity (Q1642272) (← links)
• Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
• A note on extreme values of locally stationary Gaussian processes (Q1890878) (← links)
• On large increments of infinite series of Ornstein-Uhlenbeck processes (Q1909961) (← links)
• Some liminf results on increments of fractional Brownian motion (Q1917188) (← links)
• Limit theorems for supremum of Gaussian processes over a random interval (Q1989869) (← links)
• Breaking a chain of interacting Brownian particles (Q2075322) (← links)
• Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
• Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices (Q2493175) (← links)
• Off-Line Detection of Multiple Change Points by the Filtered Derivative with<i>p</i>-Value Method (Q3006704) (← links)
• Generalized Pickands constants (Q3529749) (← links)
• Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion (Q3914147) (← links)
• Extreme value theory for continuous parameter stationary processes (Q3917239) (← links)
• A generalization of Strassen's functional law of iterated logarithm (Q4187073) (← links)
• Simultaneous bootstrap confidence bands in nonparametric regression (Q4222534) (← links)
• On Extremal Index of max-stable stationary processes (Q4578299) (← links)
• Remarks on Pickands theorem (Q4578303) (← links)
• On the increments of the Wiener process (Q4743544) (← links)
• Breaking a Chain of Interacting Brownian Particles: A Gumbel Limit Theorem (Q5005706) (← links)
• A Law of Iterated Logarithm for Stationary Gaussian Processes (Q5180633) (← links)
• Asymptotic Properties of Gaussian Random Fields (Q5182921) (← links)
• Sequential detection of common transient signals in high dimensional data stream (Q6051585) (← links)