Limit laws for extremes of dependent stationary Gaussian arrays
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Publication:1933746
DOI10.1016/j.spl.2012.09.017zbMath1262.60046arXiv1405.2570OpenAlexW1984199273MaRDI QIDQ1933746
Enkelejd Hashorva, Zhi Chao Weng
Publication date: 25 January 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.2570
Brown-Resnick copulaHüsler-Reiss distributionalmost sure limit theoremGumbel max-domain of attractionBerman condition
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)
Related Items (16)
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model ⋮ Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays ⋮ An almost sure limit theorem for the maxima of smooth stationary Gaussian processes ⋮ Second-order asymptotics on distributions of maxima of bivariate elliptical arrays ⋮ Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval ⋮ Joint distributional expansions of maxima and minima from skew-normal samples ⋮ 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 ⋮ Maxima of skew elliptical triangular arrays ⋮ On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes ⋮ Limit Laws for Maxima of Contracted Stationary Gaussian Sequences ⋮ Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process ⋮ Almost sure central limit theorem for exceedance point processes of stationary sequences ⋮ Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays ⋮ The joint distribution of the maximum and minimum of an AR(1) process ⋮ Maxima of independent, non-identically distributed Gaussian vectors
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