Maxima and minima of complete and incomplete stationary sequences

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

zbMATH Keywords

minimamaximastationary sequencesincomplete samplejoint limit distributionGaussian ARMA processesBerman condition

Mathematics Subject Classification ID

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

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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