Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/7721
Title: | Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences | Authors: | Temido, M. Graça | Issue Date: | 2000 | Citation: | TEST. 9:2 (2000) 439-453 | Abstract: | Abstract Let {X n } be a nonstationary Gaussian sequence. In this work we introduce a condition onr ij =Cor(X i ,X j ),i,j=1 that models a strong dependence struture. We prove that the limit of the point process of exceedances is a Cox process i.c. a point process whose distribution is a mixture of distributions of simple Poisson processes, regulated by a standard normal law. Moreover, we study the joint limit distribution of the maxima and minima, under linear normalization, and we again find a doubly stochastic behaviour. | URI: | https://hdl.handle.net/10316/7721 | DOI: | 10.1007/BF02595744 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
Show full item record
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.