On the distribution of functionals of stationary Gaussian processes
type: Item
instance of: scholarly article
title: On the distribution of functionals of stationary Gaussian processes
zbMATH Open document ID: 0925.60031
DOI: 10.1016/0167-7152(93)90033-F
author: Kurt Hornik
published in: Statistics \& Probability Letters
publication date: 1999-11-08T00:00:00Z
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 571661
MaRDI profile type: Publication
cites work: The Use of MOSUMS for Quality Control
cites work: MOSUM tests for parameter constancy
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cites work: The Asymptotic Distribution of the Range of Sums of Independent Random Variables
cites work: Radon-Nikodym Derivatives of Gaussian Measures
cites work: First Passage Time for a Particular Gaussian Process
cites work: First-passage time for a particular stationary periodic Gaussian process
full work available at URL: 0167-7152(93)90033-f
OpenAlex ID: W2089390431
description: scientific article; zbMATH DE number 571661