Limit properties of exceedances point processes of scaled stationary Gaussian sequences

zbMath1295.60027arXiv1310.5260MaRDI QIDQ4980016

Zhi Chao Weng, Enkelejd Hashorva, Zuo Xiang Peng

Publication date: 20 June 2014

Full work available at URL: https://arxiv.org/abs/1310.5260

zbMATH Keywords

minimamaximarandom scalingjoint limit distributionstationary Gaussian sequencerandom contractionWeibullian tail behaviourexceedances point processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

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Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics ⋮ Moments and cumulants of the extremes of a sample from a uniform distribution ⋮ Limit properties of exceedance point processes of strongly dependent normal sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing ⋮ The joint distribution of the maximum and minimum of an AR(1) process

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