On the distribution of functionals of stationary Gaussian processes

DOI10.1016/0167-7152(93)90033-FzbMath0925.60031OpenAlexW2089390431MaRDI QIDQ1324577

Kurt Hornik

Publication date: 8 November 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90033-f

Mathematics Subject Classification ID

Gaussian processes (60G15)

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Cites Work

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• The Use of MOSUMS for Quality Control
• First-passage time for a particular stationary periodic Gaussian process
• MOSUM tests for parameter constancy
• Radon-Nikodym Derivatives of Gaussian Measures
• First Passage Time for a Particular Gaussian Process
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables