Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
DOI10.1016/J.JMVA.2010.06.016zbMATH Open1202.60075OpenAlexW2029616726MaRDI QIDQ604378FDOQ604378
Lunfeng Cao, Saralees Nadarajah, Zuoxiang Peng
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
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Cites Work
- Extremes and related properties of random sequences and processes
- Limit distributions for the maxima of stationary Gaussian processes
- Asymptotic distribution for the sum and maximum of Gaussian processes
- On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
- Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
- 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
- Title not available (Why is that?)
- Extremes in multivariate stationary normal sequences
- Weak convergence for the maxima of stationary Gaussian processes using random normalization
Cited In (9)
- Some asymptotic results on extremes of incomplete samples
- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
- On the maxima of non stationary random fields subject to missing observations
- On Piterbarg theorem for maxima of stationary Gaussian sequences
- Limit results for maxima in non-stationary multivariate Gaussian sequences
- The maxima and sums of multivariate non-stationary Gaussian sequences
- Title not available (Why is that?)
- On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
- Exceedances point processes in the plane of stationary Gaussian sequences with data missing
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