scientific article
From MaRDI portal
Publication:4040198
zbMath0652.60045MaRDI QIDQ4040198
Publication date: 5 June 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximummoment methodsdouble sum methodsnumber of exceedances of a fixed levelsample-path properties of Gaussian processes and fields
Gaussian processes (60G15) Sample path properties (60G17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (18)
Large deviations for empirical probability measures and statistical tests ⋮ High excursions for nonstationary generalized chi-square processes ⋮ Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm ⋮ Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure ⋮ Excursions of a Gaussian process with variable variance above a barrier increasing to infinity ⋮ Extreme value theory for stochastic processes ⋮ Exact asymptotics of supremum of a stationary Gaussian process over a random interval ⋮ Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated ⋮ Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas ⋮ Ruin problem of a two-dimensional fractional Brownian motion risk process ⋮ A limit theorem for the time of ruin in a Gaussian ruin problem ⋮ Extremes of the standardized Gaussian noise ⋮ On Asymptotic Minimaxity of Kernel-based Tests ⋮ Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) ⋮ Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit ⋮ Testing for unobserved heterogeneity in exponential and Weibull duration models ⋮ Probabilities of large deviations of type II errors for tests of Kolmogorov and omega-square types ⋮ Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes
This page was built for publication: