A toolbox on the distribution of the maximum of Gaussian process
暂无分享,去创建一个
[1] D. Andrews. Tests for Parameter Instability and Structural Change with Unknown Change Point , 1993 .
[2] S. Berman. Excursions above high levels for stationary Gaussian processes. , 1971 .
[3] J. Azaïs,et al. Level Sets and Extrema of Random Processes and Fields , 2009 .
[4] Milton Abramowitz,et al. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables , 1964 .
[5] D. Slepian. The one-sided barrier problem for Gaussian noise , 1962 .
[6] David M. De Long. Crossing probabilities for a square root boundary by a bessel process , 1981 .
[7] A. Borodin,et al. Handbook of Brownian Motion - Facts and Formulae , 1996 .
[8] Kai Lai Chung,et al. A Course in Probability Theory , 1949 .
[9] Benzion Boukai. An explicit expression for the distribution of the supremum of brownian motion with a change point , 1990 .
[10] A. Estrella. CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS , 2003, Econometric Theory.
[11] M. Abramowitz,et al. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55) , 1965 .
[12] G. F. Newell,et al. Zero Crossing Probabilities for Gaussian Stationary Processes , 1962 .
[13] Projections on spherical cones, maximum of Gaussian fields and Rice's method , 2003 .
[14] Luisa Beghin,et al. On the maximum of the generalized Brownian bridge , 1999 .
[15] A. Rodrigues,et al. One-Sided Test for an Unknown Breakpoint: Theory, Computation, and Application to Monetary Theory , 2005 .
[16] W. Feller,et al. An Introduction to Probability Theory and Its Applications, Vol. II , 1972, The Mathematical Gazette.