Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
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Publication:1180185
DOI10.1016/0304-4149(91)90079-RzbMath0744.60034OpenAlexW2045248375MaRDI QIDQ1180185
Publication date: 27 June 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(91)90079-r
sojourn timeextreme valuefunctionals of stationary Gaussian processesconditions on the spectrum of the process
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)
Related Items (2)
Sojourn time dimensions of fractional Brownian motion ⋮ On sojourn of Brownian motion inside moving boundaries
Cites Work
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