ALMOST SURE CENTRAL LIMIT THEOREMS OF THE PARTIAL SUMS AND MAXIMA FROM COMPLETE AND INCOMPLETE SAMPLES OF STATIONARY SEQUENCES

DOI10.1142/S0219493711500262zbMath1254.60032OpenAlexW1978133891MaRDI QIDQ2905269

Bin Tong, Saralees Nadarajah, Zuo Xiang Peng

Publication date: 27 August 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493711500262

zbMATH Keywords

missing observationspartial sumjoint limiting distributionmaximumalmost sure central limit theoremstationary Gaussian sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• On almost sure max-limit theorems
• 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
• An extension of the almost sure max-limit theorem
• A normal comparison inequality and its applications
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• Almost sure versions of distributional limit theorems for certain order statistics.
• A universal result in almost sure central limit theory.
• A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
• The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences
• On Strong Versions of the Central Limit Theorem
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Limit Theorems for the Maximum Term in Stationary Sequences

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