On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes

DOI10.1016/j.jmaa.2013.07.022zbMath1335.60054arXiv1405.2457OpenAlexW2120306213MaRDI QIDQ2258969

Enkelejd Hashorva, Zhongquan Tan

Publication date: 27 February 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2457

zbMATH Keywords

limit theoremsstrong dependenceBerman conditionmultivariate stationary Gaussian processesPiterbarg's max-discretisation theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99)

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