Some asymptotic results on extremes of incomplete samples
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Publication:907280
DOI10.1007/S10687-011-0140-ZzbMATH Open1329.60160OpenAlexW1974245349MaRDI QIDQ907280FDOQ907280
Authors: Zhongquan Tan, Yuebao Wang 
Publication date: 25 January 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-011-0140-z
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Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10) Strong limit theorems (60F15)
Cites Work
- Extremes and related properties of random sequences and processes
- Title not available (Why is that?)
- Discrete and continuous time extremes of Gaussian processes
- Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
- Almost sure convergence for non-stationary random sequences
- An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences
- Almost sure limit theorems for the maximum of stationary Gaussian sequences
- A universal result in almost sure central limit theory.
- On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
- On almost sure max-limit theorems
- Almost Sure Convergence in Extreme Value Theory
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
- An extension of almost sure central limit theorem for order statistics
- Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences
- Almost sure convergence of sample range
- 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
- Maxima of partial samples in Gaussian sequences
- Extremes of Stationary Sequences with Failures
Cited In (18)
- Limit laws for maxima of contracted stationary Gaussian sequences
- 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
- 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
- The maxima and sums of multivariate non-stationary Gaussian sequences
- On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
- Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples
- On almost sure max-limit theorems of complete and incomplete samples from stationary sequences
- Exceedances point processes in the plane of stationary Gaussian sequences with data missing
- Maxima and minima of complete and incomplete stationary sequences
- Almost sure central limit theorem for exceedance point processes of stationary sequences
- A strong invariance principle for the extremes of multivariate stationary \(m\)-dependent sequences
- Extreme values in random sequences
- The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
- Implicit extremes and implicit max-stable laws
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