Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences

DOI10.1007/s10687-009-0095-5zbMath1228.60043OpenAlexW1985516998MaRDI QIDQ650745

Saralees Nadarajah, Zhi Chao Weng, Zuo Xiang Peng

Publication date: 27 November 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-009-0095-5

zbMATH Keywords

extremesincomplete samplestationary Gaussian sequencealmost sure limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (5)

Some asymptotic results on extremes of incomplete samples ⋮ Limit Laws for Maxima of Contracted Stationary Gaussian Sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing ⋮ Improved results in almost sure central limit theorems for the maxima and partial sums for Gaussian sequences ⋮ The joint distribution of the maximum and minimum of an AR(1) process

Cites Work

• On almost sure max-limit theorems
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• Extremes and related properties of random sequences and processes
• Maxima and minima of stationary sequences
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• A universal result in almost sure central limit theory.
• Almost Sure Convergence in Extreme Value Theory
• Unnamed Item
• Unnamed Item

This page was built for publication: Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences