Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences
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Publication:5936981
DOI10.1007/BF02595744zbMath0980.60068OpenAlexW2099700677MaRDI QIDQ5936981
Publication date: 23 August 2001
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02595744
Related Items
Cites Work
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- Weak convergence for the maxima of stationary Gaussian processes using random normalization
- Limit distributions for the maxima of stationary Gaussian processes
- Maxima and minima of stationary sequences
- Asymptotic approximation of crossing probabilities of random sequences
- The rate of convergence of extremes of stationary normal sequences
- On extreme values in stationary sequences
- Limit Theorems for the Maximum Term in Stationary Sequences
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