On Piterbarg theorem for maxima of stationary Gaussian sequences

DOI10.1007/s10986-013-9208-6zbMath1281.60049OpenAlexW1988428661MaRDI QIDQ383671

Enkelejd Hashorva, Zhi Chao Weng, Zuo Xiang Peng

Publication date: 5 December 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://serval.unil.ch/resource/serval:BIB_CD322A8CC956.P001/REF.pdf

zbMATH Keywords

maximumweak dependencestrong dependenceincomplete samplejoint limit distributionPiterbarg theoremstationary Gaussian sequence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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