Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences

DOI10.1016/J.JMVA.2010.06.016MaRDI QIDQ604378zbMATH OpenOpenAlexFDO

Authors Zuoxiang Peng, Lunfeng Cao, 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

zbMATH Keywords

missing dataasymptotic distributionmultivariate stationary Gaussian vectorweak and strong dependence

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1559143 (Why is no real title available?)
• Asymptotic distribution for the sum and maximum of Gaussian processes
• Extreme order statistics in an equally correlated Gaussian array
• Extremes and related properties of random sequences and processes
• Extremes in multivariate stationary normal sequences
• Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
• 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
• On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
• Weak convergence for the maxima of stationary Gaussian processes using random normalization

Cited in

(14)

• 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 properties of exceedances point processes for stationary random fields subject to random missing
• The maxima and sums of multivariate non-stationary Gaussian sequences
• Limit results for maxima in non-stationary multivariate Gaussian sequences
• Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples
• scientific article; zbMATH DE number 4072030 (Why is no real title available?)
• 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
• Exceedances point processes in the plane of stationary Gaussian sequences with data missing
• Asymptotic distribution of maxima multivariate locally stationary Gaussian processes

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