Limit laws for extremes of dependent stationary Gaussian arrays
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DOI: 10.1016/j.spl.2012.09.017
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References listed on IDEAS
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Cited by:
- Jinhui Guo & Yingyin Lu, 2023. "Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(1), pages 17-37, February.
- Hashorva, Enkelejd & Peng, Liang & Weng, Zhichao, 2015. "Maxima of a triangular array of multivariate Gaussian sequence," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 62-72.
- Enkelejd Hashorva & Zuoxiang Peng & Zhichao Weng, 2016. "Higher-order expansions of distributions of maxima in a Hüsler-Reiss model," Methodology and Computing in Applied Probability, Springer, vol. 18(1), pages 181-196, March.
- Das, Bikramjit & Engelke, Sebastian & Hashorva, Enkelejd, 2015. "Extremal behavior of squared Bessel processes attracted by the Brown–Resnick process," Stochastic Processes and their Applications, Elsevier, vol. 125(2), pages 780-796.
- Tan, Zhongquan, 2013. "An almost sure limit theorem for the maxima of smooth stationary Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2135-2141.
- Withers, Christopher S. & Nadarajah, Saralees, 2015. "The joint distribution of the maximum and minimum of an AR(1) process," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 77-84.
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Keywords
Hüsler–Reiss distribution; Brown–Resnick copula; Gumbel max-domain of attraction; Berman condition; Almost sure limit theorem;All these keywords.
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