Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend

DOI10.1016/j.spa.2023.01.013OpenAlexW4320169065MaRDI QIDQ2689906

Lanpeng Ji, Xiaofan Peng

Publication date: 14 March 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.16631

zbMATH Keywords

order statisticsGaussian processesextreme valuePoisson convergencephantom distribution functiongeneralised Weibull-like distribution

Mathematics Subject Classification ID

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

Related Items (1)

On the maxima of suprema of dependent Gaussian models

Cites Work

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