Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes

Détails

ID Serval
serval:BIB_AD20FDA1442F
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes
Périodique
Extremes
Auteur⸱e⸱s
Tan Z., Hashorva E.
ISSN
1386-1999 (Print)
1572-915X (Electronic)
Statut éditorial
Publié
Date de publication
2013
Peer-reviewed
Oui
Volume
16
Numéro
2
Pages
241-254
Langue
anglais
Résumé
In this paper, with motivation from the paper of Konstant et al. (Lith Math J 44:196-208, 2004) we derive limit theorems for the maximum of strongly dependent cyclo-stationary -processes. Further, under a global Holder condition we show that Seleznjev pth-mean convergence theorem holds.
Mots-clé
Gaussian process, Cyclo-stationary process, chi-process, Gumbel limit law, Limit theorem, Seleznjev pth-mean convergence theorem, Piterbarg inequality
Web of science
Création de la notice
08/01/2013 11:37
Dernière modification de la notice
20/08/2019 16:17
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