Maxima and sum for discrete and continuous time Gaussian processes

DOI10.1007/s11464-015-0491-xzbMath1334.60091OpenAlexW1148493828MaRDI QIDQ256501

Zhongquan Tan, Yang Chen

Publication date: 9 March 2016

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-015-0491-x

zbMATH Keywords

extreme valuessumscontinuous time processesdependencediscrete time processesstationary Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields ⋮ Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids

Cites Work

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