Exact asymptotics of supremum of a stationary Gaussian process over a random interval
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References listed on IDEAS
- Debicki, Krzystof & Zwart, Bert & Borst, Sem, 2004. "The supremum of a Gaussian process over a random interval," Statistics & Probability Letters, Elsevier, vol. 68(3), pages 221-234, July.
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- Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil, 2014. "On the probability of conjunctions of stationary Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 141-148.
- Yang, Yang & Hashorva, Enkelejd, 2013. "Extremes and products of multivariate AC-product risks," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 312-319.
- Tan, Zhongquan, 2013. "An almost sure limit theorem for the maxima of smooth stationary Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2135-2141.
- Tan, Zhongquan & Hashorva, Enkelejd, 2013. "Exact asymptotics and limit theorems for supremum of stationary χ-processes over a random interval," Stochastic Processes and their Applications, Elsevier, vol. 123(8), pages 2983-2998.
- Popivoda, Goran & Stamatović, Siniša, 2016. "Extremes of Gaussian fields with a smooth random variance," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 185-190.
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KeywordsAsymptotics; Gaussian process; Supremum distribution;
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