Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences

作者：Peng Zuoxiang; Cao Lunfeng; Nadarajah Saralees^*

来源：Journal of Multivariate Analysis, 2010, 101(10): 2641-2647.

DOI：10.1016/j.jmva.2010.06.016

• Asymptotic distribution
• Missing data
• Multivariate stationary Gaussian vector
• Weak and strong dependence

Let (X(n)) be a sequence of d-dimensional stationary Gaussian vectors, and let M(n) denote the partial maxima of {X(k), 1 <= k <= n}. Suppose that there are missing data in each component of X(k) and let (M) over tilde (n) denote the partial maxima of the observed variables. In this note, we study two kinds of asymptotic distributions of the random vector ((M) over tilde (n), M(n)) where the correlation and cross-correlation satisfy some dependence conditions.

• 出版日期2010-11
• 单位西南大学