Pages that link to "Item:Q1054063"
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The following pages link to Extremes and related properties of random sequences and processes (Q1054063):
Displaying 50 items.
- Stochastic programming with random processes (Q1178433) (← links)
- Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes (Q1180185) (← links)
- On a basis for ''peaks over threshold'' modeling (Q1181131) (← links)
- An evaluation of sensory noise in the human visual system (Q1181587) (← links)
- A conditional limit law result on the location of the maximum of Brownian motion (Q1185545) (← links)
- Intermediate- and extreme-sum processes (Q1185784) (← links)
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space (Q1193403) (← links)
- Stress-strength reliability for designs based on large historic values of stress (Q1196450) (← 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)
- An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes (Q1203935) (← links)
- \(\alpha\)-stable limit theorems for sums of dependent random vectors (Q1263159) (← links)
- Stationary self-similar extremal processes (Q1263870) (← links)
- Extremes, rainflow cycles and damage functionals in continuous random processes (Q1272157) (← links)
- Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence (Q1272158) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- Approximation of random fields by generalized linear splines (Q1280630) (← links)
- Extreme values in FGM random sequences (Q1283921) (← links)
- The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting (Q1291665) (← links)
- Extremes of stochastic volatility models (Q1296598) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- Testing appearance of linear trend (Q1299489) (← links)
- A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
- Limit distributions for point processes of exceedances of random levels (Q1302068) (← links)
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes (Q1307108) (← links)
- On the excursion random measure of stationary processes (Q1307503) (← links)
- Records generated by Markov sequences (Q1314721) (← links)
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions (Q1315405) (← links)
- On a new law of the iterated logarithm of Erdős and Révész (Q1320487) (← links)
- Distributions and expectations of order statistics for possibly dependent random variables (Q1323140) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery (Q1333562) (← links)
- On the limit behaviour of the joint distribution function of order statistics (Q1336529) (← links)
- A dependent \(F^ \alpha\)-scheme (Q1336937) (← links)
- Asymptotic expansions for the maximum of random number of random variables (Q1336976) (← links)
- Extreme values and tests for randomness (Q1339819) (← links)
- Maxima of bivariate random vectors: Between independence and complete dependence (Q1341373) (← links)
- Stratified structure of the Universe and Burgers' equation -- a probabilistic approach (Q1343616) (← links)
- Nonconstant levels for \(T\)-year return periods for two-dimensional Poisson processes with periodic intensity (Q1344828) (← links)
- Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences (Q1346161) (← links)
- Confidence intervals for endpoints of a c.d.f. via bootstrap (Q1361759) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes (Q1364398) (← links)
- Maxima of sojourn times in acyclic Jackson queueing networks (Q1374039) (← links)
- Improved criteria for distributional convergence of point processes (Q1374624) (← links)
- On domains of attraction of multivariate extreme value distributions under absolute continuity (Q1375111) (← links)
