Limit laws for the maxima of stationary chi-processes under random index

DOI10.1007/s11749-014-0366-6zbMath1312.60072MaRDI QIDQ2342869

Zhongquan Tan, Chang-Chun Wu

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

zbMATH Keywords

weak convergence; limit theorem; maxima; random index; stationray \(\chi\)-processes

Mathematics Subject Classification ID

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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