Extremes and limit theorems for difference of chi-type processes

Albin, P, Hashorva, E, Ji, L orcid.org/0000-0002-7790-7765 et al. (1 more author) (2016) Extremes and limit theorems for difference of chi-type processes. ESAIM: Probability and Statistics, 20. pp. 349-366. ISSN 1292-8100



Copyright, Publisher and Additional Information: © EDP Sciences, SMAI, 2016. This is an author produced version of a paper published in ESAIM: Probability and Statistics.
Keywords: Stationary Gaussian process, stationary chi-type process, extremes, Berman sojourn limit theorem, Gumbel limit theorem, Berman’s condition
  • Accepted: 13 July 2016
  • Published: 7 October 2016
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 13 Jun 2019 12:57
Last Modified: 13 Jun 2019 12:57
Status: Published
Publisher: EDP Sciences
Identification Number: https://doi.org/10.1051/ps/2016018