EXTREMAL THEORY FOR STOCHASTIC-PROCESSES

[1] MULTIVARIATE EXTREME VALUE DISTRIBUTIONS FOR STATIONARY GAUSSIAN SEQUENCES [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1985, 16 (02) : 237 - 240

[2] ANDERSON CW, 1978, J ROY STAT SOC B MET, V40, P197

[3] EXTREME VALUE THEORY FOR A CLASS OF DISCRETE DISTRIBUTIONS WITH APPLICATIONS TO SOME STOCHASTIC PROCESSES [J]. JOURNAL OF APPLIED PROBABILITY, 1970, 7 (01) : 99 - &

[4] BEHAVIOR OF CHI-2 PROCESSES AT EXTREMA [J]. ADVANCES IN APPLIED PROBABILITY, 1985, 17 (02) : 280 - 297

[5] EXTREMA AND LEVEL-CROSSINGS OF CHI-2 PROCESSES [J]. ADVANCES IN APPLIED PROBABILITY, 1986, 18 (04) : 901 - 920

[6] NEW APPROACH TO THE LIMIT THEORY OF RECURRENT MARKOV-CHAINS [J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1978, 245 (NOV) : 493 - 501

[7] BALKEMA AA, 1984, STATISTICAL EXTREMES, P341

[8] Berman S. M., 1983, STOCH PROC APPL, V15, P213

[9] SOJOURNS OF STATIONARY-PROCESSES IN RARE SETS [J]. ANNALS OF PROBABILITY, 1983, 11 (04) : 847 - 866

[10] THE SUPREMUM OF A PROCESS WITH STATIONARY INDEPENDENT AND SYMMETRICAL INCREMENTS [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1986, 23 (02) : 281 - 290

[1] MULTIVARIATE EXTREME VALUE DISTRIBUTIONS FOR STATIONARY GAUSSIAN SEQUENCES [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1985, 16 (02) : 237 - 240

[2] ANDERSON CW, 1978, J ROY STAT SOC B MET, V40, P197

[3] EXTREME VALUE THEORY FOR A CLASS OF DISCRETE DISTRIBUTIONS WITH APPLICATIONS TO SOME STOCHASTIC PROCESSES [J]. JOURNAL OF APPLIED PROBABILITY, 1970, 7 (01) : 99 - &

[4] BEHAVIOR OF CHI-2 PROCESSES AT EXTREMA [J]. ADVANCES IN APPLIED PROBABILITY, 1985, 17 (02) : 280 - 297

[5] EXTREMA AND LEVEL-CROSSINGS OF CHI-2 PROCESSES [J]. ADVANCES IN APPLIED PROBABILITY, 1986, 18 (04) : 901 - 920

[6] NEW APPROACH TO THE LIMIT THEORY OF RECURRENT MARKOV-CHAINS [J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1978, 245 (NOV) : 493 - 501

[7] BALKEMA AA, 1984, STATISTICAL EXTREMES, P341

[8] Berman S. M., 1983, STOCH PROC APPL, V15, P213

[9] SOJOURNS OF STATIONARY-PROCESSES IN RARE SETS [J]. ANNALS OF PROBABILITY, 1983, 11 (04) : 847 - 866

[10] THE SUPREMUM OF A PROCESS WITH STATIONARY INDEPENDENT AND SYMMETRICAL INCREMENTS [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1986, 23 (02) : 281 - 290