On Piterbarg theorem for the maxima of stationary Gaussian sequences

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Etat: Public
Version: de l'auteur⸱e
ID Serval
serval:BIB_CD322A8CC956
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
On Piterbarg theorem for the maxima of stationary Gaussian sequences
Périodique
Lithuanian Mathematical Journal
Auteur⸱e⸱s
Hashorva E., Peng Z., Weng Z.
ISSN
0363-1672
Statut éditorial
Publié
Date de publication
2013
Peer-reviewed
Oui
Volume
53
Numéro
3
Pages
280-292
Langue
anglais
Résumé
Limit distributions of maxima of dependent Gaussian sequence are different according to the convergence rate of their correlations. For three different conditions on convergence rate of the correlations, in this paper, we establish the Piterbarg theorem for maxima of stationary Gaussian sequences.
Mots-clé
Incomplete sample, Joint limit distribution, Maximum, Stationary Gaussian sequence, Weak and strong dependence, Piterbarg theorem
Web of science
Création de la notice
16/05/2013 10:18
Dernière modification de la notice
20/08/2019 16:47
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