The limit theorems for maxima of stationary Gaussian processes with random index
From MaRDI portal
Publication:2453856
DOI10.1007/s10114-014-2809-0zbMath1298.60058OpenAlexW2147297923MaRDI QIDQ2453856
Publication date: 11 June 2014
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-014-2809-0
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on upper estimates for Pickands constants
- On general asymptotic behaviour of order statistics with random index
- Extremes and related properties of random sequences and processes
- Convergence of random extremal quotient and product
- Limit distributions for the maxima of stationary Gaussian processes
- Extremes of a random number of variables from periodic sequences
- Limit laws for maxima of a stationary random sequence with random sample size
- Asymptotic distribution of extremes of randomly indexed random variables
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
- Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes
- The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes
- Limiting distributions of extreme order statistics under power normalization and random index
- Limit laws for mixtures with applications to asymptotic theory of extremes
- Limit theorems for extremes with random sample size
- Asymptotics of Maxima of Strongly Dependent Gaussian Processes
- The distribution of the maximum of a random number of random variables with applications
- Limit Theorems for the Maximum Term in Stationary Sequences
- Extremes of Gaussian processes with maximal variance near the boundary points
This page was built for publication: The limit theorems for maxima of stationary Gaussian processes with random index