Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples

DOI10.1016/J.JKSS.2012.03.003MaRDI QIDQ457628zbMATH OpenOpenAlexFDO

Authors Geng Zhang, Shouquan Chen

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

zbMATH Keywords

asymptotic distributionmultivariate stationary Gaussian vectorstrongly dependent

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Recommendations

• Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
• Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences
• Some asymptotic results on extremes of incomplete samples
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• scientific article; zbMATH DE number 6179239

Cites work

• Extreme order statistics in an equally correlated Gaussian array
• Extremes and related properties of random sequences and processes
• Extremes in multivariate stationary normal sequences
• Limit Theorems for the Maximum Term in Stationary Sequences
• Limit distribution of the sum and maximum from multivariate Gaussian sequences
• Limit distributions for the maxima of stationary Gaussian processes
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences

Cited in

(6)

• On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
• Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
• Asymptotic behaviour of near-maxima of Gaussian sequences
• Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence
• Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences

This page was built for publication: Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q457628)