Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes
From MaRDI portal
Publication:2859293
DOI10.1080/03610926.2011.611322zbMath1285.60047OpenAlexW2005294999MaRDI QIDQ2859293
Publication date: 7 November 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.611322
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
Related Items (8)
Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval ⋮ Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids ⋮ The limit theorems for maxima of stationary Gaussian processes with random index ⋮ On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes ⋮ Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids ⋮ On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields ⋮ The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes ⋮ Maxima and sum for discrete and continuous time Gaussian processes
Cites Work
- Unnamed Item
- Extreme values and high boundary crossings of locally stationary Gaussian processes
- Cox limit theorem for large excursions of a norm of a Gaussian vector process
- Sojourns and extremes of Gaussian processes
- Limit theorem for maximum of the storage process with fractional Brownian motion as input
- Discrete and continuous time extremes of Gaussian processes
- Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
- Asymptotic distribution of sum and maximum for Gaussian processes
This page was built for publication: Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes
