Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience

DOI10.1023/A:1009975204538zbMath0965.62077MaRDI QIDQ5936310

Marie F. Kratz, José Rafael León

Publication date: 11 July 2001

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

spectral momentsasymptotic varianceHermite polynomialscentral limit theoremscrossingshydrosciencemaxima

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Level curves crossings and applications for Gaussian models ⋮ Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields

This page was built for publication: Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience