Pages that link to "Item:Q4265262"
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The following pages link to Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process (Q4265262):
Displaying 10 items.
- The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail (Q751036) (← links)
- Asymptotics for likelihood ratio tests under loss of identifiability (Q1412366) (← links)
- Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present (Q2018885) (← links)
- Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices (Q2145783) (← links)
- Asymptotic Poisson character of extremes in non-stationary Gaussian models (Q2488433) (← links)
- An almost sure limit theorem for the maxima of smooth stationary Gaussian processes (Q2637391) (← links)
- Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
- On the tails of the distribution of the maximum of a smooth stationary Gaussian process (Q3150220) (← links)
- (Q4866868) (← links)
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes (Q5475394) (← links)
