Some asymptotic results on extremes of incomplete samples
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Publication:907280
DOI10.1007/s10687-011-0140-zzbMath1329.60160OpenAlexW1974245349MaRDI QIDQ907280
Publication date: 25 January 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-011-0140-z
Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)
Related Items (9)
On the maxima and minima of complete and incomplete samples from nonstationary random fields ⋮ On Piterbarg theorem for maxima of stationary Gaussian sequences ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes ⋮ Limit Laws for Maxima of Contracted Stationary Gaussian Sequences ⋮ Almost sure central limit theorem for exceedance point processes of stationary sequences ⋮ Maxima and minima of complete and incomplete stationary sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing ⋮ Extremes of scale mixtures of multivariate time series
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