Extremes in multivariate stationary normal sequences
From MaRDI portal
Publication:4545113
DOI10.4064/am-25-3-375-379zbMath0998.60052MaRDI QIDQ4545113
No author found.
Publication date: 14 August 2002
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/219210
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
Related Items
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 multivariate stationary Gaussian sequences, Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences, 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