On extremal theory for stationary processes
From MaRDI portal
Publication:917155
DOI10.1214/aop/1176990940zbMath0704.60029OpenAlexW1990529283MaRDI QIDQ917155
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990940
Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes., Extremes of a class of nonhomogeneous Gaussian random fields, Kernel density estimators: convergence in distribution for weighted sup-norms, On extremes and streams of upcrossing., High excursions for nonstationary generalized chi-square processes, Extreme value estimation for discretely sampled continuous processes, Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes, Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion, Detecting changes in a multivariate renewal process, Approximation of Passage Times of γ-Reflected Processes with FBM Input, Extremes of \(q\)-Ornstein-Uhlenbeck processes, On the tail asymptotics of supremum of stationary χ-processes with random trend, Extremes of Lp-norm of vector-valued Gaussian processes with trend, Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion, Extreme value theory for stochastic processes, The harmonic mean formula for random processes, Extremes and limit theorems for difference of chi-type processes, The extremes of dependent chi-processes attracted by the Brown-Resnick process, Detecting non-simultaneous changes in means of vectors, Extremes of independent chi-square random vectors, On generalised Piterbarg constants, Extremes on different grids and continuous time of stationary processes, On extreme value theory for group stationary Gaussian processes, Asymptotic models and inference for extremes of spatio-temporal data, Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval, On the probability of conjunctions of stationary Gaussian processes, Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space, On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space, Segmenting mean-nonstationary time series via trending regressions, Maxima of continuous-time stationary stable processes, Extremes of totally skewed stable motion, Extremes of the standardized Gaussian noise, On sampling of stationary increment processes, Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices, On Extremal Index of max-stable stationary processes, Limit laws on extremes of nonhomogeneous Gaussian random fields, Cox limit theorem for large excursions of a norm of a Gaussian vector process, Moving estimates test with time varying bandwidth, Testing for changes in polynomial regression, Extreme value theory for stochastic integrals of Legendre polynomials, On extremal index of max-stable random fields, Scan statistics of Lévy noises and marked empirical processes, A note on Rosenblatt distributions, Maxima of moving sums in a Poisson random field, Minima of \(H\)-valued Gaussian processes, Asymptotic behaviour of a test statistic for detection of change in mean of vectors, Comparison Inequalities for Order Statistics of Gaussian Arrays, Piterbarg theorems for chi-processes with trend, On extremal theory for self-similar processes, Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law, Limit laws for the maxima of stationary chi-processes under random index, Extremes of diffusions over fixed intervals, Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids, Extremes of order statistics of stationary processes, On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
