Cox limit theorem for large excursions of a norm of a Gaussian vector process
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Publication:990912
DOI10.1016/J.SPL.2010.05.016zbMATH Open1197.60038OpenAlexW2139015651MaRDI QIDQ990912FDOQ990912
Authors: Biljana Stamatovic, Siniša Stamatović 
Publication date: 1 September 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.05.016
Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70)
Cites Work
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- Extremes and related properties of random sequences and processes
- Sojourns and extremes of stationary processes
- On extremal theory for stationary processes
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- Extreme values and crossings for theX2-Process and Other Functions of Multidimensional Gaussian Processes, by Reliability Applications
- Limit Theorem for High Levela-Upcrossings by $\chi$-Process
- Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes
Cited In (8)
- Limit laws for the maxima of stationary chi-processes under random index
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
- Asymptotics of maxima of strongly dependent Gaussian processes
- Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes
- The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
- Reduction principle for functionals of vector random fields
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