Pages that link to "Item:Q1623843"
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The following pages link to Extremes of threshold-dependent Gaussian processes (Q1623843):
Displaying 16 items.
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- Extreme values of portfolio of Gaussian processes and a trend (Q881407) (← links)
- Extremes of independent Gaussian processes (Q906611) (← links)
- On first and last ruin times of Gaussian processes (Q935830) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Extremes of a certain class of Gaussian processes (Q1613640) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Extremes of vector-valued Gaussian processes (Q2196388) (← links)
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates (Q2231314) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Extremes of <i>L</i><sup><i>p</i></sup>-norm of vector-valued Gaussian processes with trend (Q5086460) (← links)
- Approximation of Kolmogorov–Smirnov test statistic (Q5086716) (← links)
- On maxima of chi-processes over threshold dependent grids (Q5739684) (← links)
- Statistical property of threshold-crossing for zero-mean-valued, narrow-banded Gaussian processes (Q5947720) (← links)
- Preface (Q5970195) (← links)