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Exact asymptotics and limit theorems for supremum of stationaryχ-processes over a random interval

  • Published:2013-08 Issue:8 Volume:123 Page:2983-2998
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Tan Zhongquan,Hashorva Enkelejd

Funder

Swiss National Science Foundation

National Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference36 articles.

1. An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes;Adler,1990

2. On extremal theory for stationary processes;Albin;Ann. Probab.,1990

3. On a test statistic for linear trend;Albin;Extremes,2003

4. Asymptotics of supremum distribution of a Gaussian process over a Weibullian time;Arendarczyk;Bernoulli,2011

5. Exact asymptotics of supremum of a stationary Gaussian process over a random interval;Arendarczyk;Statist. Probab. Lett.,2012

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