Records for time-dependent stationary Gaussian sequences
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Publication:5109490
DOI10.1017/JPR.2019.77zbMath1462.60045arXiv1807.00337OpenAlexW3023590718MaRDI QIDQ5109490
Michael Falk, Simone A. Padoan, Amir Khorrami Chokami
Publication date: 12 May 2020
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.00337
Gaussian processincrementsrecordstrictly stationary processarrival timeclosed skew-normal distributionjoint records
Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)
Uses Software
Cites Work
- A prospective combination of phase II and phase III in drug development
- Asymptotic behavior of the joint record values, with applications
- Time series: Theory and methods
- Records in a partially ordered set
- Records and 2-block records of 1-dependent stationary sequences under local dependence
- An invariance principle for sums and record times of regularly varying stationary sequences
- Some results on joint record events
- The extremes of a triangular array of normal random variables
- The multivariate skew-normal distribution
- On multivariate records from random vectors with independent components
- The Skew-normal Distribution and Related Multivariate Families*
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