Limit laws for extremes of dependent stationary Gaussian arrays
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- Fahrner, I. & Stadtmüller, U., 1998. "On almost sure max-limit theorems," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 229-236, March.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
More about this item
KeywordsHüsler–Reiss distribution; Brown–Resnick copula; Gumbel max-domain of attraction; Berman condition; Almost sure limit theorem;
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