Extreme value theory for continuous parameter stationary processes
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- Type
- article
- Published
- 1982-05-01
- Cited by
- 24
- References
- 20
- Access
- Open access
- OpenAlex
- https://openalex.org/W2084109195
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:375630
Keywords
Extreme value theory, Maxima, Mathematics, Degenerate energy levels, Maxima and minima
References
- Sur la loi de probabilité de l'écart maximum
- On Extremes of Stationary Processes.
- H. Cramer and M.R. Leadbetter: Stationary and Related Stochastic Processes (Sample Function Properties and Their Applications), John Wiley and Sons, Inc. New York, 1966, 348頁, 16×24cm, 5,000円.
- Extreme Values in Samples from m-Dependent Stationary Stochastic Processes
- Limit Theorems for the Maximum Term in Stationary Sequences
- Maxima and high level excursions of stationary Gaussian processes
- Asymptotic Properties of Gaussian Processes
- Extreme Values in Uniformly Mixing Stationary Stochastic Processes
- On extreme values in stationary sequences
- Upcrossing probabilities for stationary Gaussian processes
- Limiting forms of the frequency distribution of the largest or smallest member of a sample
- On regular variation and its application to the weak convergence of sample extremes
- Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
- Extremal and related properties of stationary processes
- Stationary And Related Stochastic Processes
- Random Measures
- On Regular Variation and Its Application to the Weak Convergence of Sample Extremes
- Stationary and Related Stochastic Processes
Cited by
- Limit laws on extremes of nonhomogeneous Gaussian random fields
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in Rm and Hilbert space
- Convergence of thinning processes using compensators
- Semicontinuous processes in multi-dimensional extreme value theory
- Extremes and upcrossing intensities for P-differentiable stationary processes
- On extremes and streams of upcrossings
- Distribution of absolute maximum of mean square differentiable Gaussian stationery process
- Extremes of Lévy Driven Moving Average Processes with Applications in Finance
- Extremes and Limit Theorems for Difference of Chi-type processes
- On the maxima of continuous and discrete time Gaussian order statistics processes
- MODELS OF FALSE AND CORRECT DETECTION OF INFORMATION LEAKAGE SIGNALS FROM MONITOR SCREENS BY A SPECIALIZED TECHNICAL MEANS OF ENEMY INTELLIGENCE
- Properties and Deviations of Random Sums of Densely Dependent Random Variables
- Topics in Time Delay Estimation
- Extremes and upcrossing intensities for Pdi erentiable stationary processes
- Level Crossing Representations, Poisson Asymptotics and Applications to Passive Arrays
- Ch. 17. Extreme value theory, models and simulation
- Level crossing representations, Poisson asymptotics and applications to passive arrays
- Discrete and Continuous Time Extremes of Stationary Processes
- Extremes of Continuous–Time Processes.
- QUALITY INDICATORS OF DETECTION OF SIDE RADIATION SIGNALS FROM MONITOR SCREENS BY A SPECIALIZED TECHNICAL MEANS OF ENEMY INTELLIGENCE
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