Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience

DOI10.1023/A:1009975204538zbMath0965.62077MaRDI QIDQ5936310

Marie F. Kratz, José Rafael León

Publication date: 11 July 2001

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

spectral moments; asymptotic variance; Hermite polynomials; central limit theorems; crossings; hydroscience; maxima

Mathematics Subject Classification ID

60G15: Gaussian processes

62P12: Applications of statistics to environmental and related topics

60F05: Central limit and other weak theorems

62M09: Non-Markovian processes: estimation

60G10: Stationary stochastic processes

62M15: Inference from stochastic processes and spectral analysis

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

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