Asymptotic Poisson character of extremes in non-stationary Gaussian models

DOI10.1007/s10687-004-4722-2zbMath1088.60046OpenAlexW2043421196MaRDI QIDQ2488433

Cécile Mercadier, Jean-Marc Azaïs

Publication date: 24 May 2006

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-004-4722-2

zbMATH Keywords

Gumbel distributionupcrossingssupremum of Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items

Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes ⋮ Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases ⋮ The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models

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