On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences

Stochastic Processes and their Applications

Volumn 116, Issue 12, 2006, Pages 1977-1991

  Mladenović, Pavle ^a,b   Piterbarg, Vladimir ^a,b  

^a UNIVERSITY OF BELGRADE   (Serbia)

^b MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Extreme values; Missing observations; Stationary sequences; Storage process; Weak dependency

Indexed keywords

ASYMPTOTIC STABILITY; BROWNIAN MOVEMENT; DISCRETE TIME CONTROL SYSTEMS; VECTORS;

EXTREME VALUES; MISSING OBSERVATIONS; STATIONARY SEQUENCES; STORAGE PROCESSES; WEAK DEPENDENCY;

RANDOM PROCESSES;

EID: 33750611486     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.05.009     Document Type: Article

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