Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences (Q5936981)
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scientific article; zbMATH DE number 1618227
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| English | Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences |
scientific article; zbMATH DE number 1618227 |
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Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences (English)
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23 August 2001
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The author studies the structure of the point process of exceedances for a nonstationary Gaussian sequence. The assumptions on the correlation matrix deviate from the traditional ones. The author then proceeds to the study of the joint distribution of the maximum and minimum with proper normalization. The limiting distribution is determined.
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maximum
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minimum
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nonstationary Gaussian sequence
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joint limiting distribution
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0.8608072400093079
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0.8463095426559448
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0.8438201546669006
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