A note on extreme values of locally stationary Gaussian processes

DOI10.1016/0378-3758(95)80002-6zbMath0830.60045OpenAlexW1994490946MaRDI QIDQ1890878

Juerg Hüsler

Publication date: 15 January 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)80002-6

zbMATH Keywords

extreme valuesboundary crossinglong range dependencelocally stationary Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (9)

Approximation of sojourn times of Gaussian processes ⋮ Spline approximation of a random process with singularity ⋮ Estimating the order of mean-square derivatives with quadratic variations ⋮ Extremes of Gaussian processes, on results of Piterbarg and Seleznjev ⋮ On convergence of the uniform norms for Gaussian processes and linear approximation problems ⋮ Spline approximation of random processes and design problems ⋮ Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes ⋮ Extremes of normed empirical moment generating function processes ⋮ The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models

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