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

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Serval ID
serval:BIB_AD20FDA1442F
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes
Journal
Extremes
Author(s)
Tan Z., Hashorva E.
ISSN
1386-1999 (Print)
1572-915X (Electronic)
Publication state
Published
Issued date
2013
Peer-reviewed
Oui
Volume
16
Number
2
Pages
241-254
Language
english
Abstract
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.
Keywords
Gaussian process, Cyclo-stationary process, chi-process, Gumbel limit law, Limit theorem, Seleznjev pth-mean convergence theorem, Piterbarg inequality
OAI-PMH
oai:serval.unil.ch:BIB_AD20FDA1442F
DOI
10.1007/s10687-013-0170-9
Web of science
000319435200005
Create date
08/01/2013 11:37
Last modification date
20/08/2019 16:17
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