Upcrossing Probabilities for Stationary Gaussian Processes

Cites work

scientific article; zbMATH DE number 3136275 (Why is no real title available?)
scientific article; zbMATH DE number 3155151 (Why is no real title available?)
scientific article; zbMATH DE number 3090543 (Why is no real title available?)
Limit Theorems for the Maximum Term in Stationary Sequences
Maxima of stationary Gaussian processes
On the intersection between the trajectories of a normal stationary stochastic process and a high level

Cited in

(only showing first 100 items - show all)

Extremes of nonstationary Gaussian fluid queues
Stationary max-stable fields associated to negative definite functions
Extreme sojourns of a Gaussian process with a point of maximum variance
The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate
Parisian ruin of Gaussian processes with random premium income
On convergence of the uniform norms for Gaussian processes and linear approximation problems
The limiting density of a nonlinear system
On the shape of high excursions of Gaussian stationary processes
On the maximum of a Gaussian process with unique maximum point of its variance
On excursion sets, tube formulas and maxima of random fields.
On the ruin probability for physical fractional Brownian motion
Parisian ruin of self-similar Gaussian risk processes
Extremes of standard multifractional Brownian motion
Large deviations for the maxima of some random fields
A Law of Iterated Logarithm for Stationary Gaussian Processes
On the shape of trajectories of Gaussian processes having large massive excursions. II
Excursion probability of Gaussian random fields on sphere
Scan statistics of Lévy noises and marked empirical processes
Asymptotic Properties of Gaussian Random Fields
Fractional Brownian motion ruin model with random inspection time
Extremes of reflecting Gaussian processes on discrete grid
Stationary systems of Gaussian processes
Extremes of Gaussian chaos processes with trend
On the shape of a high excursion of a Gaussian stationary process
On the speed of convergence of discrete Pickands constants to continuous ones
On generalized Berman constants
Remarks on Pickands' theorem
Extremes of space-time Gaussian processes
Two-dimensional Parisian ruin problem and evaluation of Pickands type constants
Extremes of a class of nonhomogeneous Gaussian random fields
On the probability of conjunctions of stationary Gaussian processes
Approximating Shepp's constants for the Slepian process
Extremes of independent Gaussian processes
Approximation of maximum of Gaussian random fields
Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds
Generalized Pickands constants and stationary max-stable processes
Limit distributions for the maxima of stationary Gaussian processes
On the infimum attained by the reflected fractional Brownian motion
Comparison inequalities for order statistics of Gaussian arrays
Multiscale scanning in inverse problems
Extremes of the standardized Gaussian noise
Extremal behavior of hitting a cone by correlated Brownian motion with drift
Sojourn times of Gaussian processes with random parameters
Limiting distribution for the maximal standardized increment of a random walk
Gaussian stochastic processes
Parisian ruin over a finite-time horizon
Sequential detection of common transient signals in high dimensional data stream
Extremes of -reflected Gaussian processes with stationary increments
Estimation of change-point models
Extremes of locally stationary chi-square processes with trend
Uniform tail approximation of homogenous functionals of Gaussian fields
On covariance functions with slowly or regularly varying modulo of continuity
Statistical decision for extremes
Limiting distribution of the continuity modulus for Gaussian processes with stationary increments
Extremes of L^p-norm of vector-valued Gaussian processes with trend
Excursions of a Gaussian process with variable variance above a barrier increasing to infinity
Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
Exact asymptotics for the scan statistic and fast alternatives
On the continuity of Pickands constants
Asymptotic properties of Gaussian processes
Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence
On the increments of the Wiener process
Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion
Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances
On sampling of stationary increment processes
Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid
High excursions for nonstationary generalized chi-square processes
Cumulative Parisian ruin probability for two-dimensional Brownian risk model
Extremes of vector-valued Gaussian processes: exact asymptotics
On a new law of the iterated logarithm of Erdős and Révész
Extrema of a Gaussian random field: Berman's sojourn time method
Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets
On extreme value theory for group stationary Gaussian processes
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
On extremal theory for self-similar processes
On maximum of Gaussian random field having unique maximum point of its variance
Extremes of Gaussian processes with a smooth random trend
High level exceeding probability of a Gaussian process with constant variance and variable smoothness
Ruin probability for Gaussian integrated processes.
Extreme value theory for continuous parameter stationary processes
Extremes of Gaussian random fields with regularly varying dependence structure
Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes
Extremes of Shepp statistics for the Wiener process
Maxima of moving sums in a Poisson random field
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics
Extremes of the time-average of stationary Gaussian processes
Extremes of Gaussian processes over an infinite horizon
High extremes of Gaussian chaos processes: a discrete time approximation approach
Time-revealed convergence properties of normalized maxima in stationary Gaussian processes
Approximation of supremum of max-stable stationary processes \& Pickands constants
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process
Extremes of threshold-dependent Gaussian processes
Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem
Piterbarg theorems for chi-processes with trend
Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters

This page was built for publication: Upcrossing Probabilities for Stationary Gaussian Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5606324)