Limit theorems for extremes of strongly dependent cyclo-stationary chi-processes

作者：Tan Zhongquan^*; Hashorva Enkelejd

来源：Extremes, 2013, 16(2): 241-254.

DOI：10.1007/s10687-013-0170-9

• Gaussian process
• Cyclo-stationary process
• chi-process
• Gumbel limit law
• Limit theorem
• Seleznjev pth-mean convergence theorem
• Piterbarg inequality

In this paper, with motivation from the paper of Konstant et al. (Lith Math J 44:196-208, 2004) we derive limit theorems for the maximum of strongly dependent cyclo-stationary -processes. Further, under a global Holder condition we show that Seleznjev pth-mean convergence theorem holds.

• 出版日期2013-6
• 单位嘉兴学院