Extremes in multivariate stationary normal sequences
Applicationes Mathematicae (1998)
- Volume: 25, Issue: 3, page 375-379
- ISSN: 1233-7234
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Abstract
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topWiśniewski, Mateusz. "Extremes in multivariate stationary normal sequences." Applicationes Mathematicae 25.3 (1998): 375-379. <http://eudml.org/doc/219210>.
@article{Wiśniewski1998,
abstract = {This paper deals with a weak convergence of maximum vectors built on the base of stationary and normal sequences of relatively strongly dependent random vectors. The discussion concentrates on the normality of limits and extends some results of McCormick and Mittal [4] to the multivariate case.},
author = {Wiśniewski, Mateusz},
journal = {Applicationes Mathematicae},
keywords = {stationary normal sequences; extreme order statistics},
language = {eng},
number = {3},
pages = {375-379},
title = {Extremes in multivariate stationary normal sequences},
url = {http://eudml.org/doc/219210},
volume = {25},
year = {1998},
}
TY - JOUR
AU - Wiśniewski, Mateusz
TI - Extremes in multivariate stationary normal sequences
JO - Applicationes Mathematicae
PY - 1998
VL - 25
IS - 3
SP - 375
EP - 379
AB - This paper deals with a weak convergence of maximum vectors built on the base of stationary and normal sequences of relatively strongly dependent random vectors. The discussion concentrates on the normality of limits and extends some results of McCormick and Mittal [4] to the multivariate case.
LA - eng
KW - stationary normal sequences; extreme order statistics
UR - http://eudml.org/doc/219210
ER -
References
top- [1] S. M. Berman, Limit theorems for the maximum term in stationary sequences, Ann. Math. Statist. 35 (1964), 502-516. Zbl0122.13503
- [2] J. Galambos, The Asymptotic Theory of Extreme Order Statistics, Wiley, New York, 1978. Zbl0381.62039
- [3] M. R. Leadbetter, G. Lindgren and H. Rootzén, Extremes and Related Properties of Random Sequences and Processes, Springer, New York, 1983. Zbl0518.60021
- [4] W. P. McCormick and Y. Mittal, On weak convergence of the maximum, Techn. Report No 81, Dept. of Statist. Stanford Univ., 1976.
- [5] Y. Mittal and D. Ylvisaker, Limit distributions for the maxima of stationary Gaussian processes, Stochastic Process. Appl. 3 (1975), 1-18.
- [6] M. Wiśniewski, Extreme order statistics in an equally correlated Gaussian array, Appl. Math. (Warsaw) 22 (1994), 193-200. Zbl0809.62012
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