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

Let be a sequence of d-dimensional stationary Gaussian vectors, and let denote the partial maxima of . Suppose that there are missing data in each component of and let denote the partial maxima of the observed variables. In this note, we study two kinds of asymptotic distributions of the random vector where the correlation and cross-correlation satisfy some dependence conditions.

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Year of publication:	2010
Authors:	Peng, Zuoxiang ; Cao, Lunfeng ; Nadarajah, Saralees
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 10, p. 2641-2647
Publisher:	Elsevier
Keywords:	Asymptotic distribution Missing data Multivariate stationary Gaussian vector Weak and strong dependence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008861591