A class of limiting distributions of high level excursions of Gaussian processes

Author:

Berman Simeon M.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference9 articles.

1. Berman, S. M.: Excursions above high levels for stationary Gaussian processes. Pacific J. Math. 36, 63?79 (1971).

2. Cramer, H.: Mathematical methods of statistics. Princeton: Princeton Univ. Press 1946.

3. ? Leadbetter, M. R.: Stationary and related stochastic processes: sample function properties and their applications. New York: John Wiley 1967.

4. Kac, M., Slepian, D.: Large excursions of Gaussian processes. Ann. math. Statistics 30, 1215?1228 (1959).

5. Lamperti, J.: On limit theorems for Gaussian processes. Ann. Math. Statistics 36, 304?310 (1965).

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