The maxima and sums of multivariate non-stationary Gaussian sequences
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Publication:904134
DOI10.1007/S11766-015-3261-3zbMath1340.60076OpenAlexW767138730MaRDI QIDQ904134
Publication date: 15 January 2016
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-015-3261-3
Related Items (3)
Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ On the maxima and sums of homogeneous Gaussian random fields ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing
Cites Work
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- Some asymptotic results on extremes of incomplete samples
- Extremes and related properties of random sequences and processes
- Weak convergence for the maxima of stationary Gaussian processes using random normalization
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- On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
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- Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences
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