Asymptotic Poisson character of extremes in non-stationary Gaussian models

DOI10.1007/s10687-004-4722-2zbMath1088.60046MaRDI QIDQ2488433

Cécile Mercadier, Jean-Marc Azaïs

Publication date: 24 May 2006

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-004-4722-2

zbMATH Keywords

Gumbel distribution; upcrossings; supremum of Gaussian process

Mathematics Subject Classification ID

60G15: Gaussian processes

60G70: Extreme value theory; extremal stochastic processes

Related Items

Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases, The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models, Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes

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