Second-order expansion for the maximum of some stationary Gaussian sequences.

DOI10.1016/j.spa.2003.12.001zbMath1075.60024MaRDI QIDQ2574643

William P. McCormick, Philippe Barbe

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2003.12.001

zbMATH Keywords

infinite moving average; distribution of maxima

Mathematics Subject Classification ID

60G15: Gaussian processes

62E20: Asymptotic distribution theory in statistics

60G10: Stationary stochastic processes

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

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