Managing local dependencies in asymptotic theory for maxima of stationary random fields
DOI10.1007/S10687-018-0336-6zbMATH Open1422.60086OpenAlexW2896438502WikidataQ115597822 ScholiaQ115597822MaRDI QIDQ2311599FDOQ2311599
Authors: 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
Recommendations
extremal indexextremesstationary random fieldsmoving averages\(m\)-dependencephantom distribution functionmoving maximaBerman's condition
Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)
Cites Work
- Extremes and related properties of random sequences and processes
- Calculating the extremal index for a class of stationary sequences
- Title not available (Why is that?)
- Weakly dependent functional data
- Extreme values for stationary and Markov sequences
- Extremes and local dependence in stationary sequences
- Two moments suffice for Poisson approximations: The Chen-Stein method
- Limit theorems for the maximum term of a stationary process
- Asymptotic Extremes for $m$-Dependent Random Variables
- Compound Poisson approximation: A user's guide
- Title not available (Why is that?)
- How to compute the extremal index of stationary random fields
- An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences
- Relative extremal index of two stationary processes
- Phantom distribution functions for some stationary sequences
- Local dependencies in random fields via a Bonferroni-type inequality
- Extremes of moving averages and moving maxima on a regular lattice
- A Note on the Extremal Index for Space-Time Processes
Cited In (12)
- 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
- On extremal index of max-stable random fields
- Extremes of stationary random fields on a lattice
- Directional phantom distribution functions for stationary random fields
- Extremal clustering and cluster counting for spatial random fields
- Regularly varying random fields
- Strong mixing properties of max-infinitely divisible random fields
- Extremal independence in discrete random systems
- How to compute the extremal index of stationary random fields
- On maxima of stationary fields
This page was built for publication: Managing local dependencies in asymptotic theory for maxima of stationary random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2311599)