Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend-Reference-Cited by-同舟云学术

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Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend

Published:2023-04 Issue: Volume:158 Page:418-452
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Ji Lanpeng,Peng Xiaofan^ORCID

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference38 articles.

1. Random Fields and Geometry;Adler,2007

2. Basic properties of the multivariate fractional Brownian motion;Amblard,2013

3. Tail asymptotics of light-tailed Weibull-like sums;Asmussen;Probab. Math. Statist.,2018

4. On convergence of intermediate order statistics under power normalization;Barakat;J. Stat. Appl. Pro.,2015

5. Regular Variation, Vol. 27;Bingham,1989

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. On the maxima of suprema of dependent Gaussian models;Queueing Systems;2023-06-19

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