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Exceedances point processes in the plane of stationary Gaussian sequences with data missing
- 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.
- Subjects :
- Statistics and Probability
Weak convergence
Plane (geometry)
Gaussian
010102 general mathematics
Mathematical analysis
01 natural sciences
Point process
010104 statistics & probability
symbols.namesake
Joint probability distribution
symbols
0101 mathematics
Statistics, Probability and Uncertainty
Joint (geology)
Mathematics
Subjects
Details
- ISSN :
- 01677152
- Volume :
- 149
- Database :
- OpenAIRE
- Journal :
- Statistics & Probability Letters
- Accession number :
- edsair.doi...........d05817ccca7a29cca0eead449dc1f08b