Cyclostationarity: Half a century of research

WA Gardner, A Napolitano, L Paura - Signal processing, 2006 - Elsevier
In this paper, a concise survey of the literature on cyclostationarity is presented and includes
an extensive bibliography. The literature in all languages, in which a substantial amount of …

Bibliography on cyclostationarity

E Serpedin, F Panduru, I Sarı, GB Giannakis - Signal processing, 2005 - Elsevier
The present bibliography represents a comprehensive list of references on cyclostationarity
and its applications. An attempt has been made to make this bibliography complete by listing …

[HTML][HTML] Exact asymptotics and limit theorems for supremum of stationary χ-processes over a random interval

Z Tan, E Hashorva - Stochastic Processes and their Applications, 2013 - Elsevier
Let {χk (t), t≥ 0} be a stationary χ-process with k degrees of freedom being independent of
some non-negative random variable T. In this paper we derive the exact asymptotics of P …

Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes

Z Tan, E Hashorva - Extremes, 2013 - Springer
In this paper, with motivation from the paper of Konstant et al.(Lith Math J 44: 196-208, 2004)
we derive limit theorems for the maximum of strongly dependent cyclo-stationary χ …

Extremes of locally stationary chi-square processes with trend

P Liu, L Ji - Stochastic Processes and their Applications, 2017 - Elsevier
Chi-square processes with trend appear naturally as limiting processes in various statistical
models. In this paper we are concerned with the exact tail asymptotics of the supremum …

Asymptotic confidence regions for density ridges

W Qiao - 2021 - projecteuclid.org
Asymptotic confidence regions for density ridges Page 1 Bernoulli 27(2), 2021, 946–975
https://doi.org/10.3150/20-BEJ1261 Asymptotic confidence regions for density ridges WANLI …

On maxima of chi-processes over threshold dependent grids

C Ling, Z Tan - Statistics, 2016 - Taylor & Francis
In this paper, with motivation from Piterbarg VI [Discrete and continuous time extremes of
Gaussian processes. Extremes. 2004; 7 (2): 161–177] and the considerable interest in …

Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval

Z Tan, E Hashorva - Lithuanian mathematical journal, 2013 - Springer
Let T be a positive random variable independent of a real-valued stochastic process\left {X
(t), t\geqslant 0\right\}. In this paper, we investigate the asymptotic behavior of P\left (t ∈\left …

Extremes of locally stationary Gaussian and chi fields on manifolds

W Qiao - Stochastic Processes and their Applications, 2021 - Elsevier
Depending on a parameter h∈(0, 1], let {X h (t), t∈ M h} be a class of centered Gaussian
fields indexed by compact manifolds M h with positive reach. For locally stationary Gaussian …

Tail asymptotic behavior of the supremum of a class of chi-square processes

L Ji, P Liu, S Robert - Statistics & Probability Letters, 2019 - Elsevier
We analyze in this paper the supremum of a class of chi-square processes over non-
compact intervals, which can be seen as a multivariate counterpart of the generalized …