On maxima of chi-processes over threshold dependent grids
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Publication:5739684
DOI10.1080/02331888.2015.1083021zbMath1343.60063arXiv1504.03135OpenAlexW1760963581MaRDI QIDQ5739684
Publication date: 19 July 2016
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.03135
asymptotic distributionsmaximaPickands constantdiscrete-time processnormal comparison lemmaPiterbarg max-discretization theoremstationary chi-processes
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)
Related Items (8)
Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields ⋮ Approximation of the maximum of storage process with fractional Brownian motion as input ⋮ Almost sure central limit theorems for the maxima of Gaussian functions ⋮ Extremes and limit theorems for difference of chi-type processes ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Extremes on different grids and continuous time of stationary processes ⋮ Extremes of locally stationary Gaussian and chi fields on manifolds ⋮ On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
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