On the asymptotic distribution of the maximum of a stationary Gaussian sequence

zbMATH Open0856.62021MaRDI QIDQ2563383FDOQ2563383

Authors: V. I. Pagurova, A. V. Shvedov 

Publication date: 11 December 1996

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

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zbMATH Keywords

convergenceGaussian stationary sequencedistribution of a maximum

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cited In (13)

• Computation of the distribution of the maximum of stationary Gaussian processes
• Limit laws for maxima of contracted stationary Gaussian sequences
• On Piterbarg theorem for maxima of stationary Gaussian sequences
• Title not available (Why is that?)
• The maxima and sums of multivariate non-stationary Gaussian sequences
• The asymptotic location of the maximum of a stationary random field
• Title not available (Why is that?)
• Asymptotics of dominated Gaussian maxima
• On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
• Second-order expansion for the maximum of some stationary Gaussian sequences.
• On the asymptotic behavior of the sequence and series of running maxima from a real random sequence
• Locating the maximum of a simple random sequence by sequential search
• On the tails of the distribution of the maximum of a smooth stationary Gaussian process

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