Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend

DOI10.1016/J.SPA.2023.01.013MaRDI QIDQ2689906zbMATH OpenOpenAlexFDO

Authors Lanpeng Ji, Xiaofan Peng

Publication date 14 March 2023

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

Full work available at URL https://arxiv.org/abs/2203.16631

zbMATH Keywords

extreme valueGaussian processesgeneralised Weibull-like distributionorder statisticsphantom distribution functionPoisson convergence

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(4)

• Extremes of vector-valued Gaussian processes with trend
• On the maxima of suprema of dependent Gaussian models
• Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
• Distribution of extreme values for Gaussian sequences with a trend

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