Limit laws for the maxima of stationary chi-processes under random index
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DOI: 10.1007/s11749-014-0366-6
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References listed on IDEAS
- A. Freitas & J. Hüsler & M. Temido, 2012. "Limit laws for maxima of a stationary random sequence with random sample size," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 116-131, March.
- Stamatovic, Biljana & Stamatovic, Sinisa, 2010. "Cox limit theorem for large excursions of a norm of a Gaussian vector process," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1479-1485, October.
- Piterbarg, V. I., 1994. "High excursions for nonstationary generalized chi-square processes," Stochastic Processes and their Applications, Elsevier, vol. 53(2), pages 307-337, October.
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Cited by:
- Krzysztof Dȩbicki & Enkelejd Hashorva & Lanpeng Ji & Chengxiu Ling, 2015. "Extremes of order statistics of stationary processes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 229-248, June.
- Qiao, Wanli, 2021. "Extremes of locally stationary Gaussian and chi fields on manifolds," Stochastic Processes and their Applications, Elsevier, vol. 133(C), pages 166-192.
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More about this item
Keywords
Limit theorem; Weak convergence; Maximum; Random index; Stationary Gaussian process; $$chi $$ χ -process; 60G70; 60F05;All these keywords.
JEL classification:
Statistics
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