Extremes in multivariate stationary normal sequences

DOI10.4064/AM-25-3-375-379MaRDI QIDQ4545113zbMATH OpenOpenAlexFDO

Authors

Publication date 14 August 2002

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219210

zbMATH Keywords

extreme order statisticsstationary normal sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cited in

(9)

• Limit distribution of the sum and maximum from multivariate Gaussian sequences
• The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences
• Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence
• Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples
• Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences
• scientific article; zbMATH DE number 1112311 (Why is no real title available?)
• Extreme value theory for multivariate stationary sequences
• Multivariate extreme values in stationary random sequences
• Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences

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