Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8899987 | Journal of Mathematical Analysis and Applications | 2018 | 19 Pages |
Abstract
This paper investigates asymptotical distributions of extremes on different grids and continuous time of stationary processes. The findings show that these joint extremes over certain threshold dependent grids are asymptotically completely dependent, dependent and independent respectively for dense, Pickands and sparse grids. Furthermore, an integral representation of the asymptotic function involved in the approximation is obtained.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Chengxiu Ling, Zuoxiang Peng, Zhongquan Tan,