Sojourns and extremes of a stochastic process defined as a random linear combination of arbitrary functions

DOI10.1080/15326348808807069zbMath0642.60026OpenAlexW2043849702MaRDI QIDQ3784924

Simeon M. Berman

Publication date: 1988

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326348808807069

zbMATH Keywords

extreme value theorysojourn timeorthogonally invariant distribution

Mathematics Subject Classification ID

Special processes (60K99) Sample path properties (60G17)

Related Items (3)

Extrema of a Gaussian random field: Berman's sojourn time method ⋮ Minimax hypothesis testing for curve registration ⋮ Curve registration by nonparametric goodness-of-fit testing

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