The extremes of a triangular array of normal random variables

DOI10.1214/aoap/1034968149zbMath0855.60019OpenAlexW2082749789MaRDI QIDQ1814757

Tailen Hsing, Rolf-Dieter Reiss, Juerg Hüsler

Publication date: 14 January 1997

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034968149

zbMATH Keywords

weak convergencetime seriesextremal indexdependence

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (13)

Remarks on compound Poisson approximation of Gaussian random sequences ⋮ Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays ⋮ Exact recovery of community detection in \(k\)-partite graph models with applications to learning electric potentials in electric networks ⋮ On the maxima of suprema of dependent Gaussian models ⋮ Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays ⋮ Maxima of a triangular array of multivariate Gaussian sequence ⋮ Records for time-dependent stationary Gaussian sequences ⋮ The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences ⋮ The asymptotic distribution of the maxima of a Gaussian random field on a lattice ⋮ Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices ⋮ Extremes of projections of functional time series on data-driven basis systems ⋮ Extremes of stationary random fields on a lattice ⋮ Second-order expansion for the maximum of some stationary Gaussian sequences.

Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• Limit distributions for the maxima of stationary Gaussian processes
• Extremal index estimation for a weakly dependent stationary sequence
• Extremal behaviour of stationary Markov chains with applications
• Maxima of normal random vectors: Between independence and complete dependence
• Maxima and exceedances of stationary Markov chains
• The extremal index for a Markov chain
• A note on exceedances and rare events of non-stationary sequences
• The rate of convergence of extremes of stationary normal sequences
• Limit Theorems for the Maximum Term in Stationary Sequences

This page was built for publication: The extremes of a triangular array of normal random variables