On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences

DOI10.1016/0167-7152(95)00155-7zbMath0861.62037OpenAlexW2132290265MaRDI QIDQ1126128

Mateusz Wiśniewski

Publication date: 27 April 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00155-7

zbMATH Keywords

convolutionnormal distributionCox distributionconvergence of extreme-order statisticsdouble-exponential-type distributionmultivariate extreme-order statisticsmultivariate point processes of exceedancesstationary normal sequences

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

Related Items (10)

Some distributional limit theorems for the maxima of Gaussian vector sequences ⋮ Limit distribution of the sum and maximum from multivariate Gaussian sequences ⋮ Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences ⋮ Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences ⋮ Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays ⋮ The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences ⋮ Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples ⋮ Almost sure convergence for the maxima of strongly dependent stationary Gaussian vector sequences ⋮ Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing

Cites Work

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• Extremes and related properties of random sequences and processes
• An introduction to the theory of point processes
• Extreme order statistics in an equally correlated Gaussian array

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