High level sojourns for strongly dependent Gaussian processes
- 1 January 1979
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 50 (2) , 223-236
- https://doi.org/10.1007/bf00533641
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- A Compound Poisson Limit for Stationary Sums, and Sojourns of Gaussian ProcessesThe Annals of Probability, 1980
- A representation for self-similar processesStochastic Processes and their Applications, 1978
- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependenceProbability Theory and Related Fields, 1977
- Weak convergence to fractional brownian motion and to the rosenblatt processProbability Theory and Related Fields, 1975
- Limit distributions for the maxima of stationary Gaussian processesStochastic Processes and their Applications, 1975
- Maxima and high level excursions of stationary Gaussian processesTransactions of the American Mathematical Society, 1971
- Some Limit Theorems for Random Functions. IITheory of Probability and Its Applications, 1961
- Sur un mode de croissance régulière. Théorèmes fondamentauxBulletin de la Société Mathématiques de France, 1933