On the rate of convergence for extremes of mean square differentiable stationary normal processes

DOI10.2307/3215006zbMath0903.60043OpenAlexW1992051317MaRDI QIDQ4376512

Marie F. Kratz, Holger Rootzén

Publication date: 5 January 1999

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215006

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items

Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process, An almost sure limit theorem for the maxima of smooth stationary Gaussian processes, Bayesian uncertainty management in temporal dependence of extremes, On excursion sets, tube formulas and maxima of random fields., Validity of the expected Euler characteristic heuristic