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

DOI10.1016/j.aml.2010.09.012zbMath1216.62025OpenAlexW2009666791MaRDI QIDQ609998

Zuo Xiang Peng, Lunfeng Cao

Publication date: 1 December 2010

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2010.09.012

zbMATH Keywords

missing data

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items

Almost sure central limit theorem for self-normalized partial sums and maxima ⋮ On Piterbarg theorem for maxima of stationary Gaussian sequences ⋮ Maxima and minima of complete and incomplete stationary sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing

Cites Work

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• Extremes in multivariate stationary normal sequences
• On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Limit Theorems for the Maximum Term in Stationary Sequences

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