Check out your temperatures. That's what'll usually cause time-dependent problems like this one. MSI Afterburner will give you an overlay to check your GPU temps in-game and a stress test to max them out. Use Prime95 for CPU stress and RealTemp or similar to check the temps.
Well first Id look to see if the power supply is branded xtrememe gear or cyber power both are very bad. I would look for a name brand supply if this is the case.This will cause issues like you describe. Of course it could be cooling issues also check the fans to make sure nothings blocked. Also make sure you have no dust bunnys in side as this will cause a heat issue aslo.
Try getting a PSU that you know works and swapping it into the rig, I had the same problem with an old rig. Played WoW for about 20-25mins and I would BSOD without fail. Eventually stopped booting entirely. Swapped PSU and it works fine now, gave it to my wife/kids cuz no one touches my rig lol
Keep in mind that eventually parts just die, PSUs included (as was my case), but if it's a new rig I'd definately try changing the PSU before anytihng else