Add to ORKGWe derive the limiting distributions of exceedances point processes of randomly scaled weakly dependent stationary Gaussian sequences under some mild asymptotic conditions. In the literature analogous results are available only for contracted stationary Gaussian sequences. In this paper, we include additionally the case of randomly inflated stationary Gaussian sequences with a Weibullian type random scaling. It turns out that the maxima and minima of both contracted and inflated weakly dependent stationary Gaussian sequences are asymptotically independent
AbstractIn this paper, not only the weak convergence is considered, as in the ASCLT in Theorem 2.3 t...
2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.In this paper we discuss the problem of...
AbstractWe prove a second-order approximation formula for the distribution of the largest term among...
We derive the limiting distributions of exceedances point processes of randomly scaled weakly depend...
The principal results of this contribution are the weak and strong limits of maxima of contracted st...
Abstract Consider a triangular array of mean zero Gaussian random variables. Under some weak conditi...
Limit distributions of maxima of dependent Gaussian sequence are different according to the converge...
Limit distributions of maxima of dependent Gaussian sequence are different according to the converge...
AbstractA well-known property of stationary Gaussian processes is that the excursions over high leve...
With motivation from Husler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
A well-known property of stationary Gaussian processes is that the excursions over high levels ("pea...
With motivation from Hüsler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
Let {X (t), t >= 0} be a stationary Gaussian process with zero-mean and unit variance. A deep res...
AbstractLet {Xn} be a stationary Gaussian sequence with E{X0} = 0, {X20} = 1 and E{X0Xn} = rn n Let ...
It is known that the exceedance points of a hiqh level by a stationary sequence are asymptotically P...
AbstractIn this paper, not only the weak convergence is considered, as in the ASCLT in Theorem 2.3 t...
2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.In this paper we discuss the problem of...
AbstractWe prove a second-order approximation formula for the distribution of the largest term among...
We derive the limiting distributions of exceedances point processes of randomly scaled weakly depend...
The principal results of this contribution are the weak and strong limits of maxima of contracted st...
Abstract Consider a triangular array of mean zero Gaussian random variables. Under some weak conditi...
Limit distributions of maxima of dependent Gaussian sequence are different according to the converge...
Limit distributions of maxima of dependent Gaussian sequence are different according to the converge...
AbstractA well-known property of stationary Gaussian processes is that the excursions over high leve...
With motivation from Husler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
A well-known property of stationary Gaussian processes is that the excursions over high levels ("pea...
With motivation from Hüsler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
Let {X (t), t >= 0} be a stationary Gaussian process with zero-mean and unit variance. A deep res...
AbstractLet {Xn} be a stationary Gaussian sequence with E{X0} = 0, {X20} = 1 and E{X0Xn} = rn n Let ...
It is known that the exceedance points of a hiqh level by a stationary sequence are asymptotically P...
AbstractIn this paper, not only the weak convergence is considered, as in the ASCLT in Theorem 2.3 t...
2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.In this paper we discuss the problem of...
AbstractWe prove a second-order approximation formula for the distribution of the largest term among...