Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences

DOI10.1016/j.jmva.2010.06.016zbMath1202.60075OpenAlexW2029616726MaRDI QIDQ604378

Lunfeng Cao, Zuo Xiang Peng, Saralees Nadarajah

Publication date: 10 November 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.06.016

zbMATH Keywords

asymptotic distributionmissing datamultivariate stationary Gaussian vectorweak and strong dependence

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items

On Piterbarg theorem for maxima of stationary Gaussian sequences ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing ⋮ Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids

Cites Work

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• Extreme order statistics in an equally correlated Gaussian array
• Extremes in multivariate stationary normal sequences
• On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
• Limit Theorems for the Maximum Term in Stationary Sequences

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