On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences

DOI10.1016/J.SPA.2006.05.009zbMATH Open1118.60047OpenAlexW2072489256MaRDI QIDQ860710FDOQ860710

Authors: Pavle Mladenović, V. I. Piterbarg 

Publication date: 9 January 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.05.009

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zbMATH Keywords

extreme valuesstationary sequencesmissing observationsweak dependencystorage process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• Sur la distribution limite du terme maximum d'une série aléatoire
• Limit theorem for maximum of the storage process with fractional Brownian motion as input
• Discrete and continuous time extremes of Gaussian processes
• Title not available (Why is that?)
• On extreme values in stationary sequences
• Large deviations of a storage process with fractional Brownian motion as input
• On overload in a storage model, with a self-similar and infinitely divisible input.
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes

Cited In (37)

• Some asymptotic results on extremes of incomplete samples
• An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences
• The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend
• On the maxima of non stationary random fields subject to missing observations
• Extremes of scale mixtures of multivariate time series
• On Piterbarg theorem for maxima of stationary Gaussian sequences
• Almost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequences
• Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function
• Almost sure central limit theorems for the maxima of randomly chosen random variables
• On the maxima and minima of complete and incomplete samples from nonstationary random fields
• Extreme values of linear processes with heavy-tailed innovations and missing observations
• Joint limiting distributions of maxima and minima for complete and incomplete samples from weakly dependent stationary sequences
• The maxima and sums of multivariate non-stationary Gaussian sequences
• Asymptotic domination of sample maxima
• Title not available (Why is that?)
• On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
• Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples
• Limit theorem for maximum of the storage process with fractional Brownian motion as input
• Maximum of a partial sample in the uniform AR(1) processes
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
• Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences
• On almost sure max-limit theorems of complete and incomplete samples from stationary sequences
• On the max-semistable limit of maxima of stationary sequences with missing values
• On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring
• Exceedances point processes in the plane of stationary Gaussian sequences with data missing
• Limit laws for maxima of a stationary random sequence with random sample size
• Maxima and minima of complete and incomplete stationary sequences
• Extreme values of the uniform order 1 autoregressive processes and missing observations
• Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence
• Uniform AR(1) processes and maxima on partial samples
• Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences
• On the maxima of partial samples of random sequences with a pseudo-stationary trend
• Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution
• THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES
• The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
• Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
• On storage models

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