Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
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Publication:2375846
DOI10.1007/s10687-013-0170-9zbMath1274.60077MaRDI QIDQ2375846
Zhongquan Tan, Enkelejd Hashorva
Publication date: 25 June 2013
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-013-0170-9
Gaussian process; limit theorem; Piterbarg inequality; Gumbel limit law; \(\chi\)-process; cyclo-stationary process; Seleznjev \(p\)th-mean convergence theorem
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
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