Limit Laws for Maxima of Contracted Stationary Gaussian Sequences

Enkelejd Hashorva, Zhichao Weng

Type: Article

Publication Date: 2014-10-27

Citations: 6

DOI: https://doi.org/10.1080/03610926.2013.784994

Abstract

The principal results of this contribution are the weak and strong limits of maxima of contracted stationary Gaussian random sequences. Due to the random contraction we introduce a modified Berman condition which is sufficient for the weak convergence of the maxima of the scaled sample. Under a stronger assumption the weak convergence is strengthened to almost convergence.

Locations

Communication in Statistics- Theory and Methods - View
arXiv (Cornell University) - View - PDF
SERVAL (Université de Lausanne) - View - PDF

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+ PDF Chat	Convergence of exceedance point processes of normal sequences with a seasonal component and its applications	2016	Yingying Jiang Baokun Li Fuming Lin
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+ PDF Chat	Maxima and minima of complete and incomplete stationary sequences	2014	Enkelejd Hashorva Zhichao Weng
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Works Cited by This (10)

Action	Title	Year	Authors
+ PDF Chat	Limit Theorems for the Maximum Term in Stationary Sequences	1964	Simeon M. Berman
+	Almost sure limit theorems for the maximum of stationary Gaussian sequences	2002	Endre Csáki Khurelbaatar Gonchigdanzan
+ PDF Chat	Limit laws for extremes of dependent stationary Gaussian arrays	2012	Enkelejd Hashorva Zhichao Weng
+	On almost sure max-limit theorems	1998	Ingo Fahrner Ulrich Stadtmüller
+	Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution	1988	Richard A. Davis Sidney I. Resnick
+	Minima and maxima of elliptical arrays and spherical processes	2013	Enkelejd Hashorva
+	Extremes and Related Properties of Random Sequences and Processes	1983	M. R. Leadbetter Georg Lindgren Holger Rootzén
+ PDF Chat	Asymptotics of random contractions	2010	Enkelejd Hashorva Anthony G. Pakes Qihe Tang
+ PDF Chat	Exact tail asymptotics in bivariate scale mixture models	2011	Enkelejd Hashorva
+	Laws of Small Numbers: Extremes and Rare Events	2010	Michael Falk Jürg Hüsler Rolf–Dieter Reiss