Random fields and random sampling

Sandra Dias; Maria da Graça Temido

Kybernetika (2019)

  • Volume: 55, Issue: 6, page 897-914
  • ISSN: 0023-5954

Abstract

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We study the limiting distribution of the maximum value of a stationary bivariate real random field satisfying suitable weak mixing conditions. In the first part, when the double dimensions of the random samples have a geometric growing pattern, a max-semistable distribution is obtained. In the second part, considering the random field sampled at double random times, a mixture distribution is established for the limiting distribution of the maximum.

How to cite

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Dias, Sandra, and Temido, Maria da Graça. "Random fields and random sampling." Kybernetika 55.6 (2019): 897-914. <http://eudml.org/doc/297411>.

@article{Dias2019,
abstract = {We study the limiting distribution of the maximum value of a stationary bivariate real random field satisfying suitable weak mixing conditions. In the first part, when the double dimensions of the random samples have a geometric growing pattern, a max-semistable distribution is obtained. In the second part, considering the random field sampled at double random times, a mixture distribution is established for the limiting distribution of the maximum.},
author = {Dias, Sandra, Temido, Maria da Graça},
journal = {Kybernetika},
keywords = {stationary random fields; max-semistable laws; random double sample size},
language = {eng},
number = {6},
pages = {897-914},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Random fields and random sampling},
url = {http://eudml.org/doc/297411},
volume = {55},
year = {2019},
}

TY - JOUR
AU - Dias, Sandra
AU - Temido, Maria da Graça
TI - Random fields and random sampling
JO - Kybernetika
PY - 2019
PB - Institute of Information Theory and Automation AS CR
VL - 55
IS - 6
SP - 897
EP - 914
AB - We study the limiting distribution of the maximum value of a stationary bivariate real random field satisfying suitable weak mixing conditions. In the first part, when the double dimensions of the random samples have a geometric growing pattern, a max-semistable distribution is obtained. In the second part, considering the random field sampled at double random times, a mixture distribution is established for the limiting distribution of the maximum.
LA - eng
KW - stationary random fields; max-semistable laws; random double sample size
UR - http://eudml.org/doc/297411
ER -

References

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