Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes

DOI10.1023/B:LIMA.0000033781.86969.c9zbMath1055.60047OpenAlexW2014729526MaRDI QIDQ1881776

Vladimir I. Piterbarg, Dimitrios G. Konstantinides, Siniša Stamatović

Publication date: 15 October 2004

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:lima.0000033781.86969.c9

zbMATH Keywords

Gaussian processBerman's inequalitycyclostationary processmaximum of a random process

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (10)

Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes ⋮ Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval ⋮ Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval ⋮ Extremes of locally stationary Gaussian and chi fields on manifolds ⋮ Tail asymptotic behavior of the supremum of a class of chi-square processes ⋮ Cox limit theorem for large excursions of a norm of a Gaussian vector process ⋮ Extremes of locally stationary chi-square processes with trend ⋮ Asymptotic confidence regions for density ridges ⋮ The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models ⋮ Limit laws for the maxima of stationary chi-processes under random index

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