Managing local dependencies in asymptotic theory for maxima of stationary random fields

DOI10.1007/s10687-018-0336-6zbMath1422.60086OpenAlexW2896438502WikidataQ115597822 ScholiaQ115597822MaRDI QIDQ2311599

Adam Jakubowski, Natalia Soja-Kukieła

Publication date: 4 July 2019

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-018-0336-6

zbMATH Keywords

extremal indexmoving averagesextremesstationary random fields\(m\)-dependencephantom distribution functionmoving maximaBerman's condition

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (8)

Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction ⋮ Extreme value theory for spatial random fields -- with application to a Lévy-driven field ⋮ Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure ⋮ Regularly varying random fields ⋮ On maxima of stationary fields ⋮ Directional phantom distribution functions for stationary random fields ⋮ On extremal index of max-stable random fields ⋮ Extremes of stationary random fields on a lattice

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences
• Phantom distribution functions for some stationary sequences
• How to compute the extremal index of stationary random fields
• Weakly dependent functional data
• Extremes and related properties of random sequences and processes
• Extreme values for stationary and Markov sequences
• Two moments suffice for Poisson approximations: The Chen-Stein method
• Relative extremal index of two stationary processes
• Limit theorems for the maximum term of a stationary process
• Compound Poisson approximation: A user's guide
• Calculating the extremal index for a class of stationary sequences
• Local dependencies in random fields via a Bonferroni-type inequality
• Extremes and local dependence in stationary sequences
• A Note on the Extremal Index for Space-Time Processes
• Asymptotic Extremes for $m$-Dependent Random Variables

This page was built for publication: Managing local dependencies in asymptotic theory for maxima of stationary random fields