Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
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Publication:604378
DOI10.1016/j.jmva.2010.06.016zbMath1202.60075MaRDI 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 distribution; missing data; multivariate stationary Gaussian vector; weak and strong dependence
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
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