On Piterbarg theorem for the maxima of stationary Gaussian sequences

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Serval ID
serval:BIB_CD322A8CC956
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
On Piterbarg theorem for the maxima of stationary Gaussian sequences
Journal
Lithuanian Mathematical Journal
Author(s)
Hashorva E., Peng Z., Weng Z.
ISSN
0363-1672
Publication state
Published
Issued date
2013
Peer-reviewed
Oui
Volume
53
Number
3
Pages
280-292
Language
english
Abstract
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.
Keywords
Incomplete sample, Joint limit distribution, Maximum, Stationary Gaussian sequence, Weak and strong dependence, Piterbarg theorem
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16/05/2013 9:18
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20/08/2019 15:47
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