Extremes in multivariate stationary normal sequences
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Publication:4545113
DOI10.4064/am-25-3-375-379zbMath0998.60052OpenAlexW147386915MaRDI QIDQ4545113
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Publication date: 14 August 2002
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/219210
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)
Related Items (6)
Limit distribution of the sum and maximum from multivariate Gaussian sequences ⋮ 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 ⋮ The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences ⋮ Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples ⋮ Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence
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