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Stochastic Processes and their Applications
Volumn 110, Issue 2, 2004, Pages 315-342
Second-order expansion for the maximum of some stationary Gaussian sequences
Author keywords

ARMA models; Distribution of the maximum; Gaussian sequence; Second order; Time series
Indexed keywords

EID: 1542378363     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2003.12.001     Document Type: Article
Times cited : (3)
References (14)
  • 1
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    • (1964) Ann. Math. Statist. , vol.35 , pp. 502-516
    • Berman, S.M.1
  • 2
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    • Cohen J. The penultimate form of approximation to normal extremes Adv. Appl. Probab. 14 1982 324-339
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    • Cohen, J.1
  • 4
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    • New York: Springer
    • Doukhan P. Mixing: Properties and Examples Lecture Notes in Statistics Vol. 85 1994 Springer New York
    • (1994) Lecture Notes in Statistics , vol.85
    • Doukhan, P.1
  • 7
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    • Limiting forms of the frequency distribution of the largest or smallest member of a sample
    • Fisher R.A. Tippett L.H.C. Limiting forms of the frequency distribution of the largest or smallest member of a sample Proc. Cambridge Philos. Soc. 24 1928 180-190
    • (1928) Proc. Cambridge Philos. Soc. , vol.24 , pp. 180-190
    • Fisher, R.A.1    Tippett, L.H.C.2
  • 8
    • 0018481132 scopus 로고
    • On the rate of convergence of normal extremes
    • Hall P.G. On the rate of convergence of normal extremes J. Appl. Probab. 16 1979 433-439
    • (1979) J. Appl. Probab. , vol.16 , pp. 433-439
    • Hall, P.G.1
  • 9
    • 0347840512 scopus 로고    scopus 로고
    • The extremes of a triangular array of normal random variables
    • Hsing T. Husler J. Reiss R.-D. The extremes of a triangular array of normal random variables Ann. Appl. Probab. 6 1996 671-686
    • (1996) Ann. Appl. Probab. , vol.6 , pp. 671-686
    • Hsing, T.1    Husler, J.2    Reiss, R.-D.3
  • 10
    • 0003910552 scopus 로고
    • Extremes and Related Properties of Random Sequences and Processes
    • New York: Springer
    • Leadbetter M.R. Lindgren G. Rootzen H. Extremes and Related Properties of Random Sequences and Processes 1983 Springer New York
    • (1983)
    • Leadbetter, M.R.1    Lindgren, G.2    Rootzen, H.3
  • 11
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    • Limit distribution for the maxima of stationary Gaussian processes
    • Mittal Y. Ylvisaker D. Limit distribution for the maxima of stationary Gaussian processes Stochastic Process. Appl. 3 1975 1-18
    • (1975) Stochastic Process. Appl. , vol.3 , pp. 1-18
    • Mittal, Y.1    Ylvisaker, D.2
  • 13
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    • The rate of convergence of extremes of stationary normal sequences
    • Rootzen H. The rate of convergence of extremes of stationary normal sequences Adv. Appl. Probab. 15 1983 54-80
    • (1983) Adv. Appl. Probab. , vol.15 , pp. 54-80
    • Rootzen, H.1
  • 14
    • 84944485006 scopus 로고
    • The one-sided barrier problem for Gaussian noise
    • Slepian D. The one-sided barrier problem for Gaussian noise Bell System Techn. J. 41 1962 463-501
    • (1962) Bell System Techn. J. , vol.41 , pp. 463-501
    • Slepian, D.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.