AbstractUnder weak regularity conditions of the covariance sequence, it is shown that the joint limiting distribution of the maxima on each coordinate of a stationary Gaussian multivariate sequence is that of independent random variables with marginal Gumbel distributions
The set of the functions H, which are limiting distributions of linearly normalized maxima of n inde...
In the article the outline of asymptotic theory of extreme values has been intro-duced for the appli...
In this paper we show that the componentwise maxima of weakly dependent bivariate stationary Gaussia...
AbstractA distributional mixing condition is introduced for stationary sequences of random vectors t...
The limit distributions of multivariate extreme values of stationary random sequences are associated...
AbstractLet {Xi, i⩾0} be a sequence of independent identically distributed random variables with fin...
AbstractLet {Xk, k⩾1} be a multivariate Gaussian sequence, and Mn be the partial maxima, taken compo...
AbstractAny multivariate distribution can occur as the limit of extreme values in a sequence of inde...
We consider the multivariate Farlie-Gumbel-Morgenstern class of distributions and discuss their prop...
Let H be the limiting distribution of a vector of maxima from a d-dimensional stationary sequence wi...
In this paper we study the asymptotic joint behavior of the maximum and the partial sum of a multiva...
Let Xi,n, n ∈ N, 1 ≤ i ≤ n, be a triangular array of independent Rd-valued Gaussian random vectors w...
AbstractA distributional mixing condition is introduced for stationary sequences of random vectors t...
This paper deals with a weak convergence of maximum vectors built on the base of stationary and norm...
AbstractIn this paper we study the asymptotic joint behavior of the maximum and the partial sum of a...
The set of the functions H, which are limiting distributions of linearly normalized maxima of n inde...
In the article the outline of asymptotic theory of extreme values has been intro-duced for the appli...
In this paper we show that the componentwise maxima of weakly dependent bivariate stationary Gaussia...
AbstractA distributional mixing condition is introduced for stationary sequences of random vectors t...
The limit distributions of multivariate extreme values of stationary random sequences are associated...
AbstractLet {Xi, i⩾0} be a sequence of independent identically distributed random variables with fin...
AbstractLet {Xk, k⩾1} be a multivariate Gaussian sequence, and Mn be the partial maxima, taken compo...
AbstractAny multivariate distribution can occur as the limit of extreme values in a sequence of inde...
We consider the multivariate Farlie-Gumbel-Morgenstern class of distributions and discuss their prop...
Let H be the limiting distribution of a vector of maxima from a d-dimensional stationary sequence wi...
In this paper we study the asymptotic joint behavior of the maximum and the partial sum of a multiva...
Let Xi,n, n ∈ N, 1 ≤ i ≤ n, be a triangular array of independent Rd-valued Gaussian random vectors w...
AbstractA distributional mixing condition is introduced for stationary sequences of random vectors t...
This paper deals with a weak convergence of maximum vectors built on the base of stationary and norm...
AbstractIn this paper we study the asymptotic joint behavior of the maximum and the partial sum of a...
The set of the functions H, which are limiting distributions of linearly normalized maxima of n inde...
In the article the outline of asymptotic theory of extreme values has been intro-duced for the appli...
In this paper we show that the componentwise maxima of weakly dependent bivariate stationary Gaussia...
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