The supremum of a process with stationary independent and symmetric increments-Reference-Cited by-同舟云学术

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The supremum of a process with stationary independent and symmetric increments

Published:1986-12 Issue:2 Volume:23 Page:281-290
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Berman Simeon M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference20 articles.

1. On the distribution of the supremum functional for processes with stationary independent increments;Baxter;Trans. Amer. Math. Soc.,1957

2. Sojourns and extremes of Gaussian processes;Berman;Ann. Probability,1974

3. Sojourns and extremes of stationary processes;Berman;Ann. Probability,1982

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