Limit laws for the maxima of stationary chi-processes under random index
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Publication:2342869
DOI10.1007/s11749-014-0366-6zbMath1312.60072MaRDI QIDQ2342869
Publication date: 29 April 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-014-0366-6
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
Related Items
On maxima of chi-processes over threshold dependent grids, The extremes of dependent chi-processes attracted by the Brown-Resnick process, Extremes of locally stationary Gaussian and chi fields on manifolds, Extremes of order statistics of stationary processes
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