Limit distributions of random record model in a stationary Gaussian sequence

DOI10.1080/03610926.2018.1554131MaRDI QIDQ5077359zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1554131

zbMATH Keywords

record valuesGaussian sequencesrandom record modeljoint record valuesrandom record functions

Mathematics Subject Classification ID

Statistics (62-XX) Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 193528 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• scientific article; zbMATH DE number 3074531 (Why is no real title available?)
• Asymptotic behavior of record values with random indices
• Asymptotic behavior of the joint record values, with applications
• Asymptotic behavior of the record value sequence
• Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications
• Bivariate limit theorems for record values based on random sample sizes
• Characterizations in a random record model with a nonidentically distributed initial record
• Characterizations using record moments in a random record model and applications
• Limit distributions of order statistics with random indices in a stationary Gaussian sequence
• Limit distributions of the extremes of a random number of random variables in a stationary Gaussian sequence
• Limit laws for record values
• Weak Limit of the Sample Extremal Quotient
• Weak limits of sample range

Cited in

(11)

• A strong invariance principle concerning the J-upper order statistics for stationary Gaussian sequences
• On asymptotic behavior of some record functions
• scientific article; zbMATH DE number 2095672 (Why is no real title available?)
• Asymptotic behavior of the record value sequence
• Limit distributions of the extremes of a random number of random variables in a stationary Gaussian sequence
• Records for time-dependent stationary Gaussian sequences
• scientific article; zbMATH DE number 4067965 (Why is no real title available?)
• Asymptotic behavior of the records of multivariate random sequences in a norm sense
• Stationary Gaussian Markov processes as limits of stationary autoregressive time series
• Asymptotic behavior of the joint record values, with applications
• Limit distributions of order statistics with random indices in a stationary Gaussian sequence

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