Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids-Reference-Cited by-同舟云学术

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Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids

Published:2014-11-27 Issue:2 Volume:49 Page:338-360
ISSN:0233-1888
Container-title:Statistics
language:en
Short-container-title:Statistics

Author:

Hashorva Enkelejd,Tan Zhongquan

Funder

RARE

Swiss National Science Foundation

National Science Foundation of China

Natural Science Foundation of Zhejiang Province of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/02331888.2014.982653

Reference38 articles.

1. Limit Theorems for the Maximum Term in Stationary Sequences

2. Sojourns, Extremes, and Self-Intersections of Stochastic Processes

3. JMP Albin. On extremal theory for non differentiable stationary processes [PhD thesis]. Sweden: University of Lund; 1987.

4. On Extremal Theory for Stationary Processes

5. Extremes and Related Properties of Random Sequences and Processes

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3. Extremes on different grids and continuous time of stationary processes;Journal of Mathematical Analysis and Applications;2018-05

4. On maxima of chi-processes over threshold dependent grids;Statistics;2015-10-05

5. On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields;Journal of Mathematical Analysis and Applications;2015-09

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