On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
type: Item
instance of: scholarly article
title: On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
zbMATH Open document ID: 0861.62037
DOI: 10.1016/0167-7152(95)00155-7
author: Mateusz Wiśniewski
published in: Statistics \& Probability Letters
publication date: 1997-04-27T00:00:00Z
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 954955
zbMATH Keywords: multivariate extreme-order statistics
zbMATH Keywords: multivariate point processes of exceedances
zbMATH Keywords: stationary normal sequences
zbMATH Keywords: convergence of extreme-order statistics
zbMATH Keywords: convolution
zbMATH Keywords: double-exponential-type distribution
zbMATH Keywords: Cox distribution
zbMATH Keywords: normal distribution
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00155-7
OpenAlex ID: W2132290265
cites work: An introduction to the theory of point processes
cites work: Q4040329
cites work: Extremes and related properties of random sequences and processes
cites work: Q4319737
cites work: Extreme order statistics in an equally correlated Gaussian array
Recommended article: On the exceedance point process for a stationary sequence
Recommended article: Q4581302
Recommended article: Limit properties of exceedances point processes of scaled stationary Gaussian sequences
Recommended article: Q4319737
Recommended article: Q3110334
Recommended article: Q3833345
Recommended article: Q3169946
Recommended article: Q3744984
description: scientific article; zbMATH DE number 954955