{"title":"离散时间和连续时间强相关高斯过程极值的相关性","authors":"Z. Tan, Linjun Tang","doi":"10.1080/17442508.2012.756489","DOIUrl":null,"url":null,"abstract":"In this note, the asymptotic relation between the maximum of a continuous strongly dependent stationary Gaussian process and the maximum of this process sampled at discrete time points is studied. It is shown that these two extreme values are asymptotically totally dependent no matter what the grid of the discrete time points is.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2014-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"8","resultStr":"{\"title\":\"The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes\",\"authors\":\"Z. Tan, Linjun Tang\",\"doi\":\"10.1080/17442508.2012.756489\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this note, the asymptotic relation between the maximum of a continuous strongly dependent stationary Gaussian process and the maximum of this process sampled at discrete time points is studied. It is shown that these two extreme values are asymptotically totally dependent no matter what the grid of the discrete time points is.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2014-01-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"8\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2012.756489\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/17442508.2012.756489","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes
In this note, the asymptotic relation between the maximum of a continuous strongly dependent stationary Gaussian process and the maximum of this process sampled at discrete time points is studied. It is shown that these two extreme values are asymptotically totally dependent no matter what the grid of the discrete time points is.