Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences
From MaRDI portal
Publication:609998
DOI10.1016/j.aml.2010.09.012zbMath1216.62025MaRDI QIDQ609998
Publication date: 1 December 2010
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2010.09.012
60G15: Gaussian processes
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
Related Items
Almost sure central limit theorem for self-normalized partial sums and maxima, On Piterbarg theorem for maxima of stationary Gaussian sequences, Exceedances point processes in the plane of stationary Gaussian sequences with data missing, Maxima and minima of complete and incomplete stationary sequences
Cites Work
- Unnamed Item
- Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
- Limit distribution of the sum and maximum from multivariate Gaussian sequences
- Extremes and related properties of random sequences and processes
- On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
- Weak convergence for the maxima of stationary Gaussian processes using random normalization
- Limit distributions for the maxima of stationary Gaussian processes
- Asymptotic distribution for the sum and maximum of Gaussian processes
- Extreme order statistics in an equally correlated Gaussian array
- Extremes in multivariate stationary normal sequences
- On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
- On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
- Limit Theorems for the Maximum Term in Stationary Sequences
