Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
DOI10.1080/03610926.2013.784994zbMath1335.60022arXiv1312.2151OpenAlexW2069623874MaRDI QIDQ2797843
Zhi Chao Weng, Enkelejd Hashorva
Publication date: 1 April 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.2151
maximastationary Gaussian sequencesDavis-Resnick tail propertyGumbel max-domain of attractionweak limitsrandom contractionstrong limits
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)
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