Multivariate extreme value distributions for stationary Gaussian sequences

• 1 April 1985
• journal article
• Published by Elsevier in Journal of Multivariate Analysis
• Vol. 16  (2) , 237-240
• https://doi.org/10.1016/0047-259x(85)90035-1

Abstract

Keywords

• GAUSSIAN SEQUENCES
• VALUE DISTRIBUTIONS
• STATIONARY GAUSSIAN
• MULTIVARIATE EXTREME VALUE