Extremes of nonstationary harmonizable processes

DOI10.1007/S11009-025-10138-WMaRDI QIDQ7014429zbMATH OpenFDO

Authors Mircea Grigoriu

Publication date 11 March 2025

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11009-025-10138-W

zbMATH Keywords

weak convergenceBrownian motionextremesnonstationary processesrandom processesfinite dimensional distributionsgeneralized spectral density

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Sample path properties (60G17)

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• Asymptotic Statistics
• Harmonizable nonstationary processes
• PC translation models for random vectors and multivariate extremes
• Probability tails of Gaussian extrema
• Remarks on a Multivariate Transformation
• Term-by-Term Differentiability of Mercer's Expansion

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