Free Access
Issue |
ESAIM: PS
Volume 20, 2016
|
|
---|---|---|
Page(s) | 349 - 366 | |
DOI | https://doi.org/10.1051/ps/2016018 | |
Published online | 07 October 2016 |
- J.M.P. Albin, On extremal theory for non differentiable stationary processes. Ph.D. thesis, University of Lund, Sweden (1987). [Google Scholar]
- J.M.P. Albin, On extremal theory for stationary processes. Ann. Probab. 18 (1990) 92–128. [Google Scholar]
- J.M.P. Albin and D. Jarušková, On a test statistic for linear trend. Extremes 6 (2003) 247–258. [Google Scholar]
- A. Aue, L. Horváth and M. Hušková, Extreme value theory for stochastic integrals of Legendre polynomials. J. Multivariate Anal. 100 (2009) 1029–1043. [CrossRef] [MathSciNet] [Google Scholar]
- S.M. Berman, Sojourns and extremes of stationary processes. Ann. Probab. 10 (1982) 1–46. [Google Scholar]
- S.M. Berman, Sojourns and extremes of stochastic processes. The Wadsworth and Brooks/Cole Statistics/Probability Series. Wadsworth and Brooks/Cole Advanced Books and Software, Pacific Grove, CA (1992). [Google Scholar]
- K. Dȩbicki, E. Hashorva and L. Ji, Gaussian approximation of perturbed chi-square risks. Stat. Interface 7 (2014) 363–373. [Google Scholar]
- A.B. Dieker and B. Yakir, On asymptotic constants in the theory of Gaussian processes. Bernoulli 20 (2014) 1600–1619. [CrossRef] [MathSciNet] [Google Scholar]
- P. Embrechts, C. Klüppelberg and T. Mikosch, Modelling extremal events for insurance and finance. Springer-Verlag, Berlin (1997). [Google Scholar]
- E. Hashorva and L. Ji, Piterbarg theorems for chi-processes with trend. Extremes 18 (2015) 37–64. [Google Scholar]
- E. Hashorva, D. Korshunov and V.I. Piterbarg, Asymptotic expansion of Gaussian chaos via probabilistic approach. Extremes 18 (2015) 315–347. [Google Scholar]
- J. Hüsler, V.I. Piterbarg and O. Seleznjev, On convergence of the uniform norms for Gaussian processes and linear approximation problems. Ann. Appl. Probab. 13 (2003) 1615–1653. [Google Scholar]
- D. Jarušková, Detecting non-simultaneous changes in means of vectors. TEST 24 (2015) 681–700. [CrossRef] [MathSciNet] [Google Scholar]
- C. Klüppelberg and M.G. Rasmussen, Outcrossings of safe regions by generalized hyperbolic processes. Stat. Probab. Lett. 83 (2013) 2197–2204. [Google Scholar]
- M.R. Leadbetter, G. Lindgren and H. Rootzén, Vol. 11 of Extremes and related properties of random sequences and processes. Springer Verlag (1983). [Google Scholar]
- M.R. Leadbetter and H. Rootzén, Extreme value theory for continuous parameter stationary processes. Z. Wahrsch. Verw. Gebiete 60 (1982) 1–20. [CrossRef] [MathSciNet] [Google Scholar]
- G. Lindgren, Extreme values and crossings for the χ2-process and other functions of multidimensional Gaussian processes, with reliability applications. Adv. Appl. Probab. 12 (1980) 746–774. [Google Scholar]
- G. Lindgren, Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes. Stochastic Process. Appl. 17 (1984) 285–312. [CrossRef] [MathSciNet] [Google Scholar]
- G. Lindgren, Slepian models for χ2-processes with dependent components with application to envelope upcrossings. J. Appl. Probab. 26 (1989) 36–49. [Google Scholar]
- C. Ling and Z. Tan, On maxima of chi-processes over threshold dependent grids. Statistics 50 (2016) 579–595. [Google Scholar]
- C. Ling and Z. Peng, Extremes of order statistics of self-similar processes (in Chinese). Sci. Sin. Math. 46 (2016) 1–10. DOI: 10.1360/012016-15. [CrossRef] [Google Scholar]
- V.I. Piterbarg, Asymptotic methods in the theory of Gaussian processes and fields, Vol. 148. American Mathematical Society, Providence, RI (1996). [Google Scholar]
- V.I. Piterbarg and A. Zhdanov, On probability of high extremes for product of two independent Gaussian stationary processes. Extremes 18 (2015) 99–108. [Google Scholar]
- O. Seleznjev, Asymptotic behavior of mean uniform norms for sequences of Gaussian processes and fields. Extremes 8 (2006) 161–169 (2005). [Google Scholar]
- Z. Tan and E. Hashorva, Exact asymptotics and limit theorems for supremum of stationary χ-processes over a random interval. Stochastic Process. Appl. 123 (2013) 1983–2998. [Google Scholar]
- Z. Tan and E. Hashorva, Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes. Extremes 16 (2013) 241–254. [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.