Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes

DOI10.1016/j.spl.2021.109137zbMath1482.60070OpenAlexW3158057650MaRDI QIDQ2244472

Zhongquan Tan, Linjun Tang, Sheng-chao Zheng

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109137

zbMATH Keywords

extreme value theoryBrown-Resnick processfunctional convergenceminimum of vector-valued Gaussian processes

Mathematics Subject Classification ID

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

Related Items (1)

The extremes of dependent chi-processes attracted by the Brown-Resnick process

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