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Exceedances point processes in the plane of stationary Gaussian sequences with data missing

Authors :
Jinjun Tong
Zuoxiang Peng
Zhichao Weng
Source :
Statistics & Probability Letters. 149:73-79
Publication Year :
2019
Publisher :
Elsevier BV, 2019.

Abstract

In this paper, we consider the weak convergence of exceedances point processes in the plane of complete and incomplete stationary Gaussian sequences under some weak dependence conditions. The main results are applied to derive the asymptotic joint distribution of location and height of maximum with data missing, and the joint asymptotic behavior of the location of the first high-level exceedance and the location of the maximum with data missing.

Details

ISSN :
01677152
Volume :
149
Database :
OpenAIRE
Journal :
Statistics & Probability Letters
Accession number :
edsair.doi...........d05817ccca7a29cca0eead449dc1f08b