Second-order expansion for the maximum of some stationary Gaussian sequences.
DOI10.1016/J.SPA.2003.12.001zbMATH Open1075.60024OpenAlexW2058764407MaRDI QIDQ2574643FDOQ2574643
Authors: Philippe Barbe, W. P. McCormick 
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
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Cites Work
- Mixing: Properties and examples
- Extremes and related properties of random sequences and processes
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- Limit distributions for the maxima of stationary Gaussian processes
- On the rate of convergence of normal extremes
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- Limit Theorems for the Maximum Term in Stationary Sequences
- Asymptotic analysis. Reprint
- The extremes of a triangular array of normal random variables
- The rate of convergence of extremes of stationary normal sequences
- The penultimate form of approximation to normal extremes
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