Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/7721
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Temido, M. Graça | - |
dc.date.accessioned | 2009-02-17T11:19:09Z | - |
dc.date.available | 2009-02-17T11:19:09Z | - |
dc.date.issued | 2000 | en_US |
dc.identifier.citation | TEST. 9:2 (2000) 439-453 | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/7721 | - |
dc.description.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. | en_US |
dc.language.iso | eng | eng |
dc.rights | openAccess | eng |
dc.title | Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences | en_US |
dc.type | article | en_US |
dc.identifier.doi | 10.1007/BF02595744 | en_US |
item.fulltext | Com Texto completo | - |
item.grantfulltext | open | - |
item.languageiso639-1 | en | - |
item.cerifentitytype | Publications | - |
item.openairetype | article | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
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