On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences

DOI10.1080/03610926.2021.1926508OpenAlexW3160537667MaRDI QIDQ5875320

Publication date: 3 February 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1926508

zbMATH Keywords

stationary Gaussian sequences the last exit time chi-sequences the first crossing point

Mathematics Subject Classification ID

Bayesian inference (62F15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences

Cites Work

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Slepian models for X²-processes with dependent components with application to envelope upcrossings
Almost sure central limit theorems for the maxima of Gaussian functions
On maxima of chi-processes over threshold dependent grids
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