Asymptotic Location of Largest Values of a Stationary Random Field
From MaRDI portal
Publication:2873948
DOI10.1080/03610926.2011.650270zbMath1287.60068OpenAlexW2101185735MaRDI QIDQ2873948
Publication date: 28 January 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.650270
Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (4)
On the asymptotic locations of the largest and smallest extremes of a stationary sequence ⋮ Almost sure central limit theorem for the location and height of extreme order statistics and high values ⋮ Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing
Cites Work
- Unnamed Item
- Unnamed Item
- Point processes of exceedances by random fields
- The asymptotic location of the maximum of a stationary random field
- How to compute the extremal index of stationary random fields
- On the extremal behavior of a nonstationary normal random field
- On the asymptotic location of high values of a stationary sequence
- Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
- Limiting crossing probabilities of random fields
This page was built for publication: Asymptotic Location of Largest Values of a Stationary Random Field