Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences
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DOI: 10.1007/BF02595744
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References listed on IDEAS
- Mittal, Y. & Ylvisaker, D., 1975. "Limit distributions for the maxima of stationary Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 3(1), pages 1-18, January.
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Keywords
Cox process; exceedances; extremes; Gaussian processes; point processes; 60G70; 60G15;All these keywords.
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Statistics
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