Limit results for maxima in non-stationary multivariate Gaussian sequences

DOI10.1016/0304-4149(88)90067-1zbMath0648.60026OpenAlexW2024781070MaRDI QIDQ1105266

Michel Schüpbach, Juerg Hüsler

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90067-1

zbMATH Keywords

maximamultivariate Gaussian sequences

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items

Limit distribution of the sum and maximum from multivariate Gaussian sequences, The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences, Multivariate extreme values in stationary random sequences, On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes, Maxima of normal random vectors: Between independence and complete dependence

Cites Work

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• Extremes and related properties of random sequences and processes
• Multivariate extreme value distributions for stationary Gaussian sequences
• Limit distributions for the maxima of stationary Gaussian processes
• A note on the asymptotic independence of high level crossings for dependent Gaussian processes
• Asymptotic approximation of crossing probabilities of random sequences
• Limit Theorems for the Maximum Term in Stationary Sequences