Maxima of stationary Gaussian processes

James Pickands

Type: Article

Publication Date: 1967-01-01

Citations: 91

DOI: https://doi.org/10.1007/bf00532637

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Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete - View - PDF

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Works That Cite This (65)

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+	Level-crossing problems for random processes	1973	Ian F. Blake W. C. Lindsey
+ PDF Chat	A New Mixing Condition for Stationary Gaussian Processes	1979	Yashaswini Mittal
+ PDF Chat	On dynamical Gaussian random walks	2005	Davar Khoshnevisan David Levin Pedro J. Méndez-Hernández
+	Kernel approximations of a wiener process	1988	Ulrich Stadtmüller
+	Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion	2021	Ran Wang Yimin Xiao
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+ PDF Chat	The supremum of Gaussian processes with a constant variance	1989	Michel Weber
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+	Sample Functions of the Gaussian Process	2010	R. M. Dudley

Works Cited by This (7)

Action	Title	Year	Authors
+	A Limit Theorem for the Maximum Values of Certain Stochastic Processes	1965	Harald Cramér
+ PDF Chat	Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes	1954	G. S. Watson
+ PDF Chat	Limit Theorems for the Maximum Term in Stationary Sequences	1964	Simeon M. Berman
+	Statistical Analysis of Stationary Time Series.	1958	G. M. Jenkins Ulf Grenander Meg A. Rosenblatt
+	Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire	1943	B Gnedenko
+	Trigonometrical Series.	1957	H. Kestelman A. Zygmund
+	Mathematical Methods of Statistics.	1947	R. C. Geary H. Leslie Cramer