Large deviations of Shepp statistics for fractional Brownian motion-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Large deviations of Shepp statistics for fractional Brownian motion

Published:2013-10 Issue:10 Volume:83 Page:2242-2247
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Hashorva Enkelejd,Tan Zhongquan

Funder

Swiss National Science Foundation

National Science Foundation of China

Research Start-up Foundation of Jiaxing University

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference26 articles.

1. Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices;Chan;Ann. Probab.,2006

2. The asymptotic distribution of scan statistic under uniformity;Cressie;Ann. Probab.,1980

3. Ruin probability for Gaussian integrated processes;Dȩbicki;Stoch. Proc. Appl.,2002

4. A note on upper estimates for Pickands constants;Dȩbicki;Statist. Probab. Lett.,2009

5. Extremes of time-average stationary Gaussian processes;Dȩbicki;Stoch. Proc. Appl.,2011

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Extremes of a Type of Locally Stationary Gaussian Random Fields with Applications to Shepp Statistics;Journal of Theoretical Probability;2019-10-25

2. Tail asymptotics for Shepp-statistics of Brownian motion in $\mathbb {R}^{d}$;Extremes;2019-09-11

3. Large deviations of time-averaged statistics for Gaussian processes;Statistics & Probability Letters;2018-12

4. Limit laws on extremes of nonhomogeneous Gaussian random fields;Journal of Applied Probability;2017-09

5. Some limit results on supremum of Shepp statistics for fractional Brownian motion;Applied Mathematics-A Journal of Chinese Universities;2016-08-26

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3