Limit distributions for the maxima of stationary Gaussian processes
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference10 articles.
1. Limit theorems for the maximum term in stationary sequences;Berman;Ann. Math. Statist.,1964
2. Limiting forms of the frequency distribution of the largest or smallest member of a sample;Fisher;Proc. Cambridge Phil. Soc.,1928
3. Sur la distribution limite du terme maximum d'une série aléatoire;Gnedenko;Ann. Math.,1943
4. Y. Mittal, Limiting behavior of maxima in stationary Gaussian sequences, Ann. Prob., to appear.
5. Maxima of stationary Gaussian processes;Pickands;Z. Wahrscheinlichkeitstheorie Verw. Geb.,1967
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