Pages that link to "Item:Q917155"

The following pages link to On extremal theory for stationary processes (Q917155):

Displaying 19 items.

• Further results on ASTA for general stationary processes and related problems (Q3350401) (← links)
• (Q3473940) (← links)
• Scan statistics of Lévy noises and marked empirical processes (Q3625645) (← links)
• Maxima of moving sums in a Poisson random field (Q3644299) (← links)
• Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes (Q3644308) (← links)
• ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL (Q3830382) (← links)
• Extremes of continuous parameter multivariate stationary processes (Q3984797) (← links)
• On Extremal Index of max-stable stationary processes (Q4578299) (← links)
• On extreme value theory for group stationary Gaussian processes (Q4615427) (← links)
• Maxima of continuous-time stationary stable processes (Q4662239) (← links)
• Limit laws on extremes of nonhomogeneous Gaussian random fields (Q4684892) (← links)
• Extreme value theory for stochastic processes (Q4844222) (← links)
• On the tail asymptotics of supremum of stationary χ-processes with random trend (Q5081368) (← links)
• Extremes of <i>L</i>^<i>p</i>-norm of vector-valued Gaussian processes with trend (Q5086460) (← links)
• Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983) (← links)
• A Note on the Extremal Index for Space-Time Processes (Q5488993) (← links)
• On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences (Q5875320) (← links)
• The harmonic mean formula for random processes (Q6046013) (← links)
• The extremes of dependent chi-processes attracted by the Brown-Resnick process (Q6192421) (← links)