The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models-Reference-Cited by-同舟云学术

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The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models

Published:2019-06 Issue: Volume:149 Page:38-46
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Xiao Jinghong,Wen Yuechun,Tan Zhongquan

Funder

Natural Science Foundation of Zhejiang Province of China

National Science Foundation of China

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference18 articles.

1. Asymptotic Poisson character of extremes in non-stationary Gaussian models;Azaïs;Extremes,2003

2. Limit theorems for the maximum term in stationary sequences;Berman;Ann. Inst. Statist. Math.,1966

3. Sojourns and extremes of Gaussian processes;Berman;Ann. Probab.,1974

4. Sojourns and Extremes of Stochastic Processes;Berman,1992

5. On Piterbarg theorem for the maxima of stationary Gaussian sequences;Hashorva;Lith. Math. J.,2013

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics;Statistics & Probability Letters;2022-10

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