serval:BIB_CD322A8CC956
On Piterbarg theorem for the maxima of stationary Gaussian sequences
10.1007/s10986-013-9208-6
000324242400003
Hashorva
E.
author
Peng
Z.
author
Weng
Z.
author
article
2013
Lithuanian Mathematical Journal
0363-1672
journal
53
3
280-292
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
eng
60_published
peer-reviewed
University of Lausanne
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