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Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications.
- Source :
-
Mathematica Slovaca . 2019, Vol. 69 Issue 3, p707-720. 14p. - Publication Year :
- 2019
-
Abstract
- In this paper, we study the limit distributions of upper and lower record values of a stationary Gaussian sequence under an equi-correlated set up. Moreover, the class of limit distribution functions (df's) of the joint upper (and the lower) record values of a stationary Gaussian sequence is fully characterized. As an application of this result, the sufficient conditions for the weak convergence of the record quasi-range, record quasi-mid-range, record extremal quasi-quotient and record extremal quasi-product are obtained. Moreover, the classes of the non-degenerate limit df's of these statistics are derived. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01399918
- Volume :
- 69
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Mathematica Slovaca
- Publication Type :
- Academic Journal
- Accession number :
- 136664084
- Full Text :
- https://doi.org/10.1515/ms-2017-0259