Asymptotic Poisson Character of Extremes in Non-Stationary Gaussian Models

Author:

Aza�s Jean-Marc,Mercadier C�cile

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Reference17 articles.

1. Azaïs, J.-M. and Wschebor, M. Book in preparation.

2. Azaïs, J.-M., Cierco-Ayrolles, C. and Croquette, A., ?Bounds and asymptotic expansions for the distribution of the maximum of a smooth stationary Gaussian process,? ESAIM Probab. Statist. 3, 107?129, electronic, (1999).

3. Azaïs, J.-M., Gassiat, É. and Mercadier, C., Asymptotic distribution and power of the likelihood ratio test for mixtures: Bounded and unbounded cases: Technical report. Toulouse III, France: Laboratoire de Statistique et Probabilités, http://www.lsp.ups-tlse.fr/Fp/Mercadier/lrt.pdf, (2003).

4. Berman, S.M., ?Limit theorems for the maximum term in stationary sequences,? Ann. Math. Statist. 35, 502?516, (1964).

5. Berman, S.M., ?Asymptotic independence of the numbers of high and low level crossings of stationary Gaussian processes,? Ann. Math. Statist. 42, 927?945, (1971).

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