On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences

DOI10.1080/03610926.2021.1926508MaRDI QIDQ5875320zbMATH OpenOpenAlexFDO

Authors Jiamin Shao, Zhongquan Tan

Publication date 3 February 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1926508

zbMATH Keywords

the last exit timestationary Gaussian sequenceschi-sequencesthe first crossing point

Mathematics Subject Classification ID

Bayesian inference (62F15) Extreme value theory; extremal stochastic processes (60G70)

Cites work

• scientific article; zbMATH DE number 846847 (Why is no real title available?)
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Cited in

(2)

• On the maxima of non stationary random fields subject to missing observations
• The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences

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