Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
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Publication:604378
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
asymptotic distributionmissing datamultivariate stationary Gaussian vectorweak and strong dependence
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
Related Items (4)
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
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