On Piterbarg theorem for maxima of stationary Gaussian sequences

DOI10.1007/S10986-013-9208-6zbMATH Open1281.60049OpenAlexW1988428661MaRDI QIDQ383671FDOQ383671

Authors: Enkelejd Hashorva, Zuoxiang Peng, Zhi Chao Weng 

Publication date: 5 December 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://serval.unil.ch/resource/serval:BIB_CD322A8CC956.P001/REF.pdf

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zbMATH Keywords

weak dependencemaximumstrong dependenceincomplete samplejoint limit distributionPiterbarg theoremstationary Gaussian sequence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10)

Cites Work

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• Extremes and related properties of random sequences and processes
• Limit distributions for the maxima of stationary Gaussian processes
• Limit theorem for maximum of the storage process with fractional Brownian motion as input
• Discrete and continuous time extremes of Gaussian processes
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
• Limit Theorems for the Maximum Term in Stationary Sequences
• Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences
• Laws of small numbers: extremes and rare events.
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
• On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
• Title not available (Why is that?)
• The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
• Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
• Some asymptotic results on extremes of incomplete samples

Cited In (12)

• Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
• Limit laws for maxima of contracted stationary Gaussian sequences
• On the maxima of non stationary random fields subject to missing observations
• Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
• On the \(\gamma\)-reflected processes with fBm input
• The maxima and sums of multivariate non-stationary Gaussian sequences
• On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
• On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
• Exceedances point processes in the plane of stationary Gaussian sequences with data missing
• The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
• Maxima and minima of complete and incomplete stationary sequences
• Limit properties of exceedance point processes of strongly dependent normal sequences

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