Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples
DOI10.1016/J.JKSS.2012.03.003zbMATH Open1296.60090OpenAlexW2085120353MaRDI QIDQ457628FDOQ457628
Publication date: 29 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2012.03.003
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- scientific article; zbMATH DE number 6179239
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Cites Work
- Extremes and related properties of random sequences and processes
- Limit distributions for the maxima of stationary Gaussian processes
- Limit Theorems for the Maximum Term in Stationary Sequences
- On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
- Extreme order statistics in an equally correlated Gaussian array
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
- Limit distribution of the sum and maximum from multivariate Gaussian sequences
- Extremes in multivariate stationary normal sequences
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