The Limit Properties of Maxima of Stationary Gaussian Sequences Subject to Random Replacing

被引:1
|
作者
Li, Yuwei [1 ,2 ]
Tan, Zhongquan [2 ]
机构
[1] Zhejiang Normal Univ, Dept Math, Jinhua 321004, Zhejiang, Peoples R China
[2] Jiaxing Univ, Coll Data Sci, Jiaxing 314001, Peoples R China
关键词
extreme value theory; random replacing; asymptotic distribution; stationary gaussian sequences; INCOMPLETE SAMPLES; ASYMPTOTIC DISTRIBUTIONS; BEHAVIOR; MINIMA;
D O I
10.3390/math11143155
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In applications, missing data may occur randomly and some relevant datum are often used to replace the missing ones. This article mainly explores the influence of the degree of dependence of stationary Gaussian sequences on the joint asymptotic distribution of the maximum of the Gaussian sequence and its maximum when the sequence is subject to random replacing.
引用
收藏
页数:14
相关论文
共 50 条