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

DOI10.1007/s11766-023-4466-5arXiv2303.01088MaRDI QIDQ6192314

Publication date: 12 February 2024

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.01088

zbMATH Keywords

stationary Gaussian sequences last exit time Gaussian order statistic sequences first crossing point

Mathematics Subject Classification ID

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

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