Pages that link to "Item:Q1635571"
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The following pages link to Extremes of vector-valued Gaussian processes with trend (Q1635571):
Displaying 13 items.
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- Extreme values of portfolio of Gaussian processes and a trend (Q881407) (← links)
- Distribution of extreme values for Gaussian sequences with a trend (Q920473) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Pandemic-type failures in multivariate Brownian risk models (Q2121639) (← links)
- Extremes of vector-valued Gaussian processes (Q2196388) (← links)
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes (Q2244472) (← links)
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- Extremes of Gaussian processes with a smooth random trend (Q5156288) (← links)