Maxima and minima of complete and incomplete stationary sequences
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Publication:2811101
DOI10.1080/17442508.2013.876423zbMath1337.60105arXiv1309.6138OpenAlexW3105193347MaRDI QIDQ2811101
Zhi Chao Weng, Enkelejd Hashorva
Publication date: 10 June 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.6138
minimamaximastationary sequencesincomplete samplejoint limit distributionGaussian ARMA processesBerman condition
Related Items (3)
On the maxima and minima of complete and incomplete samples from nonstationary random fields ⋮ Joint distributional expansions of maxima and minima from skew-normal samples ⋮ The joint distribution of the maximum and minimum of an AR(1) process
Cites Work
- On Piterbarg theorem for maxima of stationary Gaussian sequences
- The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
- Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
- Some asymptotic results on extremes of incomplete samples
- Maxima and minima of stationary sequences
- Extreme values in FGM random sequences
- On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
- Limit Theorems for the Maximum Term in Stationary Sequences
- Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
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