Asymptotics of Maxima of Strongly Dependent Gaussian Processes
2012 ◽
Vol 49
(04)
◽
pp. 1106-1118
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Keyword(s):
Let {Xn(t),t∈[0,∞)},n∈ℕ, be standard stationary Gaussian processes. The limit distribution oft∈[0,T(n)]|Xn(t)| is established asrn(t), the correlation function of {Xn(t),t∈[0,∞)},n∈ℕ, which satisfies the local and long-range strong dependence conditions, extending the results obtained in Seleznjev (1991).
2012 ◽
Vol 49
(4)
◽
pp. 1106-1118
◽
1994 ◽
Vol 68
(4)
◽
pp. 597-603
◽
2002 ◽
Vol 1
(2)
◽
pp. 135-153
1965 ◽
Vol 10
(1)
◽
pp. 132-139
◽
2008 ◽
Vol 30
(10-11)
◽
pp. 1944-1955
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Keyword(s):
2015 ◽
Vol 106
◽
pp. 239-246
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