Extremes in multivariate stationary normal sequences

Mateusz Wiśniewski

Applicationes Mathematicae (1998)

  • Volume: 25, Issue: 3, page 375-379
  • ISSN: 1233-7234

Abstract

top
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.

How to cite

top

Wiśniewski, 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. [1] S. M. Berman, Limit theorems for the maximum term in stationary sequences, Ann. Math. Statist. 35 (1964), 502-516. Zbl0122.13503
  2. [2] J. Galambos, The Asymptotic Theory of Extreme Order Statistics, Wiley, New York, 1978. Zbl0381.62039
  3. [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. [4] W. P. McCormick and Y. Mittal, On weak convergence of the maximum, Techn. Report No 81, Dept. of Statist. Stanford Univ., 1976. 
  5. [5] Y. Mittal and D. Ylvisaker, Limit distributions for the maxima of stationary Gaussian processes, Stochastic Process. Appl. 3 (1975), 1-18. 
  6. [6] M. Wiśniewski, Extreme order statistics in an equally correlated Gaussian array, Appl. Math. (Warsaw) 22 (1994), 193-200. Zbl0809.62012

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.