Extreme value theory for stochastic integrals of Legendre polynomials

DOI10.1016/J.JMVA.2008.10.004zbMath1170.60023OpenAlexW2002606363MaRDI QIDQ1006679

Alexander Aue, Lajos Horváth, Marie Hušková

Publication date: 25 March 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.10.004

zbMATH Keywords

Gaussian processespolynomial regressionLegendre polynomialsextreme value asymptoticsgumbel distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) General nonlinear regression (62J02)

Related Items (12)

Detecting at‐Most‐m Changes in Linear Regression Models ⋮ Extremes and limit theorems for difference of chi-type processes ⋮ Segmenting mean-nonstationary time series via trending regressions ⋮ On maxima of chi-processes over threshold dependent grids ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ Extensions of some classical methods in change point analysis ⋮ Testing for changes in polynomial regression ⋮ Extremes of stationary random fields on a lattice ⋮ Asymptotic behaviour of a test statistic for detection of change in mean of vectors ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays ⋮ Structural breaks in time series ⋮ Extremes of order statistics of stationary processes

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