Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences
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Publication:609998
DOI10.1016/j.aml.2010.09.012zbMath1216.62025OpenAlexW2009666791MaRDI QIDQ609998
Publication date: 1 December 2010
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2010.09.012
Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
Related Items (4)
Almost sure central limit theorem for self-normalized partial sums and maxima ⋮ On Piterbarg theorem for maxima of stationary Gaussian sequences ⋮ Maxima and minima of complete and incomplete stationary sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing
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- On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
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