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Volumn 27, Issue 2, 2000, Pages 371-384

Approaching in distribution with applications to resampling of stochastic processes

Author keywords

Extreme values; Gaussian processes; Level crossings; Resampling; Weak approaching

Indexed keywords


EID: 0034195431     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00195     Document Type: Article
Times cited : (4)

References (24)
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  • 3
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    • Belyaev, Y.K.1
  • 5
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    • Belyaev, Yu. K. & Sjöstedt, S. (1997). Resampling from independent heterogeneous random variables with varying mean values. Theory Stochast. Process. 3.
    • (1997) Theory Stochast. Process , vol.3
    • Belyaev, Y.K.1    Sjöstedt, S.2
  • 7
    • 0000078546 scopus 로고
    • On the mean number of crossings of several levels by a normal stochastic process
    • Bulinskaya, E. (1961). On the mean number of crossings of several levels by a normal stochastic process. Theory Probab. Appl. 6, 435-438.
    • (1961) Theory Probab. Appl. , vol.6 , pp. 435-438
    • Bulinskaya, E.1
  • 13
    • 3142571216 scopus 로고    scopus 로고
    • Estimating functionals of a stochastic process
    • Istas, J. & Laredo, C. (1997). Estimating functionals of a stochastic process. Adv. Appl. Probab. 29, 249-270.
    • (1997) Adv. Appl. Probab. , vol.29 , pp. 249-270
    • Istas, J.1    Laredo, C.2
  • 16
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    • McCormik, W.P.1
  • 17
    • 0039197498 scopus 로고
    • Resampling stochastic processes using a bootstrap approach
    • Springer, New York
    • Nordgaard, A. (1992). Resampling stochastic processes using a bootstrap approach. Lecture Notes in Economics and Math. Systems 376, 181-185. Springer, New York.
    • (1992) Lecture Notes in Economics and Math. Systems , vol.376 , pp. 181-185
    • Nordgaard, A.1
  • 19
    • 0001928619 scopus 로고
    • On weak convergence of functionals for random processes with continuously differentiable sample paths
    • Rusakov, A. & Seleznjev, O. (1987). On weak convergence of functionals for random processes with continuously differentiable sample paths. Theory Stochast. Process. 15, 85-90.
    • (1987) Theory Stochast. Process. , vol.15 , pp. 85-90
    • Rusakov, A.1    Seleznjev, O.2
  • 20
    • 0001928621 scopus 로고
    • On weak convergence of some functionals on random fields with continuously differentiable realizations
    • Tashkent
    • Seleznjev, O. (1986). On weak convergence of some functionals on random fields with continuously differentiable realizations. In: Abstr. 1st Bernoulli World Congress, Vol. 2, Tashkent, 650-651.
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    • Seleznjev, O.1
  • 22
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    • Tail distributions of the extremes of Gaussian processes and simulation methods
    • Seleznjev, O. (1998). Tail distributions of the extremes of Gaussian processes and simulation methods. Theory Probab. Math. Statist. 58, 149-160.
    • (1998) Theory Probab. Math. Statist. , vol.58 , pp. 149-160
    • Seleznjev, O.1
  • 24
    • 38249040077 scopus 로고
    • Weak convergence of probability measures in spaces of smooth functions
    • Wilson, R. (1986). Weak convergence of probability measures in spaces of smooth functions. Stochast. Process. Appl. 23, 333-337.
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    • Wilson, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.