Limit results for maxima in non-stationary multivariate Gaussian sequences
- 30 April 1988
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 28 (1) , 91-99
- https://doi.org/10.1016/0304-4149(88)90067-1
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Multivariate extreme value distributions for stationary Gaussian sequencesJournal of Multivariate Analysis, 1985
- Asymptotic approximation of crossing probabilities of random sequencesProbability Theory and Related Fields, 1983
- Limit distributions for the maxima of stationary Gaussian processesStochastic Processes and their Applications, 1975
- A Note on the Asymptotic Independence of High Level Crossings for Dependent Gaussian ProcessesThe Annals of Probability, 1974
- Limit Theorems for the Maximum Term in Stationary SequencesThe Annals of Mathematical Statistics, 1964