SOME PROBLEMS IN SIMULATING THE QUANTILES OF THE MAXIMA AND OTHER FUNCTIONALS OF GAUSSIAN-PROCESSES

被引：5

作者：

CHANDRA, M

SINGPURWALLA, ND

STEPHENS, MA

机构：

[1] GEORGE WASHINGTON UNIV, WASHINGTON, DC 20052 USA

[2] SIMON FRASER UNIV, BURNABY V5A 1S6, BC, CANADA

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 1983年 / 18卷 / 01期

关键词：

D O I：

10.1080/00949658308810676

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：45 / 57

页数：13

共 46 条

[1] CLT AND OTHER LIMIT-THEOREMS FOR FUNCTIONALS OF GAUSSIAN-PROCESSES
GIRAITIS, L
SURGAILIS, D
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 70 (02): : 191 - 212
[2] CHARACTERISTICS OF MAXIMA OF STATIONARY GAUSSIAN-PROCESSES
RADCHENKO, TA
TRIFONOV, AP
[J]. ENGINEERING CYBERNETICS, 1979, 17 (05): : 115 - 118
[3] LOWER BOUND ON MAXIMA OF GAUSSIAN-PROCESSES
GRIGORIU, M
[J]. JOURNAL OF ENGINEERING MECHANICS-ASCE, 1987, 113 (12): : 1961 - 1967
[4] ON THE DISTRIBUTION OF FUNCTIONALS OF STATIONARY GAUSSIAN-PROCESSES
HORNIK, K
[J]. STATISTICS & PROBABILITY LETTERS, 1993, 18 (05) : 389 - 395
[5] COMPARISON OF DISTRIBUTION-FUNCTIONS OF MAXIMA OF GAUSSIAN-PROCESSES
PITERBARG, VI
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1982, 26 (04) : 687 - 705
[6] SOME SOJOURN TIME PROBLEMS FOR STRONGLY DEPENDENT GAUSSIAN-PROCESSES
MAEJIMA, M
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 57 (01): : 1 - 14
[7] ON TOEPLITZ TYPE QUADRATIC FUNCTIONALS OF STATIONARY GAUSSIAN-PROCESSES
GINOVIAN, MS
[J]. PROBABILITY THEORY AND RELATED FIELDS, 1994, 100 (03) : 395 - 406
[8] LOCAL LIMIT-THEOREMS FOR FUNCTIONALS OF GAUSSIAN-PROCESSES
DAVYDOV, YA
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1982, 26 (04) : 856 - 857
[9] POLAR SETS OF SOME GAUSSIAN-PROCESSES
WEBER, M
[J]. LECTURE NOTES IN MATHEMATICS, 1983, 990 : 204 - 214
[10] SOME INEQUALITIES FOR GAUSSIAN-PROCESSES AND APPLICATIONS
GORDON, Y
[J]. ISRAEL JOURNAL OF MATHEMATICS, 1985, 50 (04) : 265 - 289

← 1 2 3 4 5 →