The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences

DOI10.1016/j.spa.2011.04.001zbMath1227.60069OpenAlexW1983976000MaRDI QIDQ555018

Tomasz Krajka

Publication date: 22 July 2011

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

Full work available at URL: https://doi.org/10.1016/j.spa.2011.04.001

zbMATH Keywords

stationary sequenceweak dependency

Mathematics Subject Classification ID

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

Related Items (4)

On Piterbarg theorem for maxima of stationary Gaussian sequences ⋮ Almost sure central limit theorems for the maxima of randomly chosen random variables ⋮ Maxima and minima of complete and incomplete stationary sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing

Cites Work

• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• On some generalized farlie-gumbel-morgenstern distributions
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