Block records and maxima of the increments of the Wiener process

DOI10.1016/S0378-3758(99)00076-2zbMath0986.60032MaRDI QIDQ1973291

George Haiman

Publication date: 23 May 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

increments of Wiener processblock recordl-dependent sequences

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (1)

Truncated Sequential Change‐point Detection based on Renewal Counting Processes

Cites Work

• Coincidence probabilities
• Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener. (Study of the extremes of a stationary m-dependent sequence with an application to the increments of Wiener processes)
• Records and 2-block records of 1-dependent stationary sequences under local dependence
• First passage time for some stationary processes
• On extreme value asymptotics for increments of renewal processes
• A strong invariance principle concerning the \(J\)-upper order statistics for stationary Gaussian sequences
• The Use of MOSUMS for Quality Control
• First Passage Time for a Particular Gaussian Process

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