Article: article from journal or magazin.
On Piterbarg theorem for the maxima of stationary Gaussian sequences
Lithuanian Mathematical Journal
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.
Incomplete sample, Joint limit distribution, Maximum, Stationary Gaussian sequence, Weak and strong dependence, Piterbarg theorem
Web of science
Last modification date