Extremes and limit theorems for difference of chi-type processes
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Publication:2954241
DOI10.1051/ps/2016018zbMath1356.60042arXiv1508.02758OpenAlexW2963867604MaRDI QIDQ2954241
Chengxiu Ling, Lanpeng Ji, Patrik Albin, Enkelejd Hashorva
Publication date: 12 January 2017
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.02758
stationary Gaussian processextremesGumbel limit theoremBerman's conditionBerman sojourn limit theoremstationary chi-type process
Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)
Related Items (9)
High extrema of Gaussian chaos processes ⋮ High excursions of a quadratic form for a Gaussian stationary vector process ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Extremes on different grids and continuous time of stationary processes ⋮ Extremes of locally stationary Gaussian and chi fields on manifolds ⋮ On Extremal Index of max-stable stationary processes ⋮ High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach ⋮ Extremes of stationary random fields on a lattice ⋮ On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
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