HIGH-LEVEL SOJOURNS FOR STRONGLY DEPENDENT GAUSSIAN-PROCESSES

被引：14

作者：

BERMAN, SM

机构：

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1979年 / 50卷 / 02期

关键词：

D O I：

10.1007/BF00533641

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：223 / 236

页数：14

共 50 条

[11] NOTE ON ASYMPTOTIC INDEPENDENCE OF HIGH-LEVEL CROSSINGS FOR DEPENDENT GAUSSIAN PROCESSES
LINDGREN, G
ANNALS OF PROBABILITY, 1974, 2 (03): : 535 - 539
[12] STATISTICAL CHARACTERISTICS OF LEVEL EXCURSIONS OF GAUSSIAN-PROCESSES
KHIMENKO, VI
IZVESTIYA VYSSHIKH UCHEBNYKH ZAVEDENII RADIOFIZIKA, 1984, 27 (03): : 306 - 313
[13] OPTIMAL PREDICTION OF LEVEL-CROSSINGS IN GAUSSIAN-PROCESSES
LINDGREN, G
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1985, 19 (01) : 14 - 15
[14] REGULARITY OF GAUSSIAN-PROCESSES
TALAGRAND, M
ACTA MATHEMATICA, 1987, 159 (1-2) : 99 - 149
[15] SOJOURNS AND EXTREMES OF GAUSSIAN PROCESSES
BERMAN, SM
ANNALS OF PROBABILITY, 1974, 2 (06): : 999 - 1026
[16] HIGH-LEVEL OCCUPATION TIMES FOR CONTINUOUS GAUSSIAN PROCESSES
MARLOW, NA
ANNALS OF PROBABILITY, 1973, 1 (03): : 388 - 397
[17] HIGH-LEVEL SOJOURNS OF A DIFFUSION PROCESS ON A LONG INTERVAL
BERMAN, SM
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1983, 62 (02): : 185 - 199
[18] CONTINUITY OF GAUSSIAN-PROCESSES
SAMORODNITSKY, G
ANNALS OF PROBABILITY, 1988, 16 (03): : 1019 - 1033
[19] ON THE VARIATION OF GAUSSIAN-PROCESSES
ORTEGA, J
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1990, 310 (12): : 835 - 838
[20] OPTIMAL PREDICTION OF LEVEL-CROSSINGS IN GAUSSIAN-PROCESSES AND SEQUENCES
LINDGREN, G
ANNALS OF PROBABILITY, 1985, 13 (03): : 804 - 824