On Gaussian triangular arrays in the case of strong dependence
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Publication:6635937
DOI10.1007/s10687-024-00491-3MaRDI QIDQ6635937
Publication date: 12 November 2024
Published in: Extremes (Search for Journal in Brave)
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
Cites Work
- Extremes and related properties of random sequences and processes
- Limit distributions for the maxima of stationary Gaussian processes
- Conditions for the convergence in distribution of maxima of stationary normal processes
- Limiting forms of the frequency distribution of the largest or smallest member of a sample.
- The extremes of a triangular array of normal random variables
- Limit laws for extremes of dependent stationary Gaussian arrays
- Sur la distribution limite du terme maximum d'une série aléatoire
- Limit Theorem for the Maximum of Random Variables Connected by IT-Copulas of Student's $t$-Distribution
- Extreme Values from a Lognormal Law with Applications to Air Pollution Problems
- Limit Theorems for the Maximum Term in Stationary Sequences
- Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
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