An extremal limit theorem for the argmax process of Brownian motion minus a parabolic drift

DOI10.1023/A:1009962823531zbMATH Open0928.60062MaRDI QIDQ1297901FDOQ1297901

Hendrik P. Lopuhaä, Gerard Hooghiemstra

Publication date: 14 September 1999

Published in: Extremes (Search for Journal in Brave)

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zbMATH Keywords

asymptotic distributionBrownian motionextremal valueargmax process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65)

Cited In (8)

• Limit theory in monotone function estimation
• The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators
• An extremum problem for some class of Brownian motions with drifts
• Moderate deviations and nonparametric inference for monotone functions
• On extremes and streams of upcrossing.
• Cramér type moderate deviations for the Grenander estimator near the boundaries of the support
• Asymptotic normality of the \(L_1\) error of the Grenander estimator
• Quantile regression approach to conditional mode estimation

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