Limit Theorems for Stationary Gaussian Processes

Yu M. Ryzhov

doi:10.1137/1110014

Limit Theorems for Stationary Gaussian Processes

Theory of Probability and Its Applications ◽

10.1137/1110014 ◽

1965 ◽

Vol 10 (1) ◽

pp. 132-139 ◽

Cited By ~ 1

Author(s):

Yu M. Ryzhov

Keyword(s):

Gaussian Processes ◽

Limit Theorems ◽

Stationary Gaussian Processes

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Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes

Journal of Multivariate Analysis ◽

10.1006/jmva.2001.1986 ◽

2002 ◽

Vol 80 (2) ◽

pp. 191-216 ◽

Cited By ~ 4

Author(s):

Samir Ben Hariz

Keyword(s):

Gaussian Processes ◽

Linear Functional ◽

Limit Theorems ◽

Non Linear ◽

Stationary Gaussian Processes

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Central limit theorems for extreme Sojourns of stationary Gaussian processes

Communications on Pure and Applied Mathematics ◽

10.1002/cpa.3160440807 ◽

1991 ◽

Vol 44 (8-9) ◽

pp. 925-938

Author(s):

Simeon M. Berman

Keyword(s):

Central Limit ◽

Gaussian Processes ◽

Limit Theorems ◽

Central Limit Theorems ◽

Stationary Gaussian Processes

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Central limit theorems for nonlinear functionals of stationary Gaussian processes

Probability Theory and Related Fields ◽

10.1007/bf01794427 ◽

1989 ◽

Vol 80 (3) ◽

pp. 323-346 ◽

Cited By ~ 28

Author(s):

Daniel Chambers ◽

Eric Slud

Keyword(s):

Central Limit ◽

Gaussian Processes ◽

Limit Theorems ◽

Central Limit Theorems ◽

Nonlinear Functionals ◽

Stationary Gaussian Processes

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The limit theorems for maxima of stationary Gaussian processes with random Index

Acta Mathematica Sinica English Series ◽

10.1007/s10114-014-2809-0 ◽

2014 ◽

Vol 30 (6) ◽

pp. 1021-1032 ◽

Cited By ~ 2

Author(s):

Zhong Quan Tan

Keyword(s):

Gaussian Processes ◽

Limit Theorems ◽

Random Index ◽

Stationary Gaussian Processes

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Sampling Reconstruction Procedure for Non-Stationary Gaussian Processes Based on Conditional Expectation Rule

Sampling Theory, Signal Processing, and Data Analysis ◽

10.1007/bf03549374 ◽

2002 ◽

Vol 1 (2) ◽

pp. 135-153

Author(s):

V.A. Kazakov ◽

M. A. Belyaev

Keyword(s):

Gaussian Processes ◽

Conditional Expectation ◽

Reconstruction Procedure ◽

Stationary Gaussian Processes

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Fourth moment bound and stationary Gaussian processes with positive correlation

Journal of the Korean Statistical Society ◽

10.1007/s42952-021-00132-6 ◽

2021 ◽

Author(s):

Yoon Tae Kim ◽

Hyun Suk Park

Keyword(s):

Gaussian Processes ◽

Fourth Moment ◽

Positive Correlation ◽

Stationary Gaussian Processes

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Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm

Computers & Mathematics with Applications ◽

10.1016/j.camwa.2006.12.033 ◽

2007 ◽

Vol 54 (5) ◽

pp. 651-663

Author(s):

Kyo-Shin Hwang ◽

Sungchul Lee

Keyword(s):

Gaussian Processes ◽

Limit Theorems ◽

Functional Limit ◽

Functional Limit Theorems

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CLT and other limit theorems for functionals of Gaussian processes

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete ◽

10.1007/bf02451428 ◽

1985 ◽

Vol 70 (2) ◽

pp. 191-212 ◽

Cited By ~ 89

Author(s):

L. Giraitis ◽

D. Surgailis

Keyword(s):

Gaussian Processes ◽

Limit Theorems

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Frequency-domain fatigue analysis of wide-band stationary Gaussian processes using a trimodal spectral formulation

International Journal of Fatigue ◽

10.1016/j.ijfatigue.2008.01.008 ◽

2008 ◽

Vol 30 (10-11) ◽

pp. 1944-1955 ◽

Cited By ~ 56

Author(s):

Z GAO ◽

T MOAN

Keyword(s):

Frequency Domain ◽

Gaussian Processes ◽

Wide Band ◽

Fatigue Analysis ◽

Stationary Gaussian Processes

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Some superconcentration inequalities for extrema of stationary Gaussian processes

Statistics & Probability Letters ◽

10.1016/j.spl.2015.07.028 ◽

2015 ◽

Vol 106 ◽

pp. 239-246 ◽

Cited By ~ 5

Author(s):

Kevin Tanguy

Keyword(s):

Gaussian Processes ◽

Stationary Gaussian Processes

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