On Piterbarg theorem for maxima of stationary Gaussian sequences
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Cites work
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- Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
- Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences
- Discrete and continuous time extremes of Gaussian processes
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
- Extremes and related properties of random sequences and processes
- Laws of small numbers: extremes and rare events.
- Limit Theorems for the Maximum Term in Stationary Sequences
- Limit distributions for the maxima of stationary Gaussian processes
- Limit theorem for maximum of the storage process with fractional Brownian motion as input
- On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
- On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
- Some asymptotic results on extremes of incomplete samples
- The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
Cited in
(12)- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
- On the maxima of non stationary random fields subject to missing observations
- The maxima and sums of multivariate non-stationary Gaussian sequences
- 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
- On the \(\gamma\)-reflected processes with fBm input
- 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
- Limit properties of exceedance point processes of strongly dependent normal sequences
- Limit laws for maxima of contracted stationary Gaussian sequences
- Maxima and minima of complete and incomplete stationary sequences
- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
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