The Asymptotic Behavior of an Estimate for the Spectral Function of a Stationary Gaussian Process

T. L. Malevich

doi:10.1137/1109052

The Asymptotic Behavior of an Estimate for the Spectral Function of a Stationary Gaussian Process

Theory of Probability and Its Applications ◽

10.1137/1109052 ◽

1964 ◽

Vol 9 (2) ◽

pp. 350-353 ◽

Cited By ~ 7

Author(s):

T. L. Malevich

Keyword(s):

Asymptotic Behavior ◽

Gaussian Process ◽

Spectral Function ◽

Stationary Gaussian Process

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Almost Sure Asymptotic Behavior of the Record and Record Time Sequences of a Stationary Gaussian Process

Mathematical Statistics and Probability Theory ◽

10.1007/978-94-009-3963-9_10 ◽

1987 ◽

pp. 105-120 ◽

Cited By ~ 4

Author(s):

George Haiman

Keyword(s):

Asymptotic Behavior ◽

Gaussian Process ◽

Stationary Gaussian Process ◽

Record Time ◽

Time Sequences

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Asymptotic behavior of the convex hull of a stationary Gaussian process∗

Lithuanian Mathematical Journal ◽

10.1007/s10986-012-9179-z ◽

2012 ◽

Vol 52 (4) ◽

pp. 363-368 ◽

Cited By ~ 1

Author(s):

Youri Davydov ◽

Clément Dombry

Keyword(s):

Asymptotic Behavior ◽

Convex Hull ◽

Gaussian Process ◽

Stationary Gaussian Process

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On Estimation of the Spectral Function of a Stationary Gaussian Process

Theory of Probability and Its Applications ◽

10.1137/1108044 ◽

1963 ◽

Vol 8 (4) ◽

pp. 366-401 ◽

Cited By ~ 55

Author(s):

I. A. Ibragimov

Keyword(s):

Gaussian Process ◽

Spectral Function ◽

Stationary Gaussian Process

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Exact Asymptotic Behavior of the Probability of a Large Span of a Stationary Gaussian Process

Theory of Probability and Its Applications ◽

10.1137/1126054 ◽

1982 ◽

Vol 26 (3) ◽

pp. 468-484

Author(s):

V. I. Piterbarg ◽

V. P. Prisyazhnyuk

Keyword(s):

Asymptotic Behavior ◽

Gaussian Process ◽

Stationary Gaussian Process ◽

Large Span ◽

Exact Asymptotic Behavior

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Wave-length and amplitude for a stationary Gaussian process after a high maximum

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete ◽

10.1007/bf00532515 ◽

1972 ◽

Vol 23 (4) ◽

pp. 293-326 ◽

Cited By ~ 11

Author(s):

Georg Lindgren

Keyword(s):

Gaussian Process ◽

Wave Length ◽

Stationary Gaussian Process ◽

High Maximum

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A central limit theorem for non-instantaneous filters of a stationary Gaussian process

Journal of Multivariate Analysis ◽

10.1016/0047-259x(87)90082-0 ◽

1987 ◽

Vol 22 (1) ◽

pp. 144-155 ◽

Cited By ~ 18

Author(s):

Hwai-Chung Ho ◽

Tze-Chien Sun

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Gaussian Process ◽

Central Limit ◽

Stationary Gaussian Process

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Asymptotic behavior of the Green's function and spectral function of an elliptic operator

Journal of Functional Analysis ◽

10.1016/0022-1236(70)90021-2 ◽

1970 ◽

Vol 5 (3) ◽

pp. 484-503 ◽

Cited By ~ 18

Author(s):

Richard Beals

Keyword(s):

Asymptotic Behavior ◽

Green’S Function ◽

Elliptic Operator ◽

Spectral Function ◽

Green's Function

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Estimates on the distribution of the supremum of a stationary Gaussian process

Ukrainian Mathematical Journal ◽

10.1007/bf01060311 ◽

1989 ◽

Vol 41 (3) ◽

pp. 279-286 ◽

Cited By ~ 1

Author(s):

Yu. V. Kozachenko ◽

A. A. Pashko

Keyword(s):

Gaussian Process ◽

Stationary Gaussian Process

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Covariance Matrix Computation of the State Variable of a Stationary Gaussian Process

Springer Series in Statistics - Selected Papers of Hirotugu Akaike ◽

10.1007/978-1-4612-1694-0_18 ◽

1998 ◽

pp. 249-254

Author(s):

Hirotugu Akaike

Keyword(s):

Gaussian Process ◽

Covariance Matrix ◽

The State ◽

Stationary Gaussian Process ◽

Matrix Computation ◽

State Variable

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EXPECTED NUMBER OF CROSSINGS OF AN ARBITRARY CURVE BY A NON-STATIONARY GAUSSIAN PROCESS

10.21236/ad0649603 ◽

1967 ◽

Author(s):

Gordon B. Crawford

Keyword(s):

Gaussian Process ◽

Stationary Gaussian Process ◽

Expected Number ◽

Arbitrary Curve

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