2014StochasticsOpen access

Maxima and minima of complete and incomplete stationary sequences

Enkelejd Hashorva, Zhichao Weng

Open full text 5 citations

Abstract

In the seminal contribution [R.A. Davis, Maxima and minima of stationary sequences, Ann. Probab. 7(3) (1979), pp. 453–460.] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples assuming that the average proportion of incompleteness converges in probability to some random variable . We show the joint weak convergence of the maxima and the minima of both complete and incomplete samples. It turns out that the maxima and the minima are asymptotically independent when is a deterministic constant.

Open-access reader

About this research paper

What this paper is about

In the seminal contribution [R.A. Davis, Maxima and minima of stationary sequences, Ann. Probab. 7(3) (1979), pp. 453–460.] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples assuming that the average proportion of incompleteness converges in probability to some random variable . We show the joint weak convergence of the maxima and the minima of both complete and incomplete samples. It turns out that the maxima and the minima are asymptotically independent when is a deterministic constant.

Why it matters

OpenAlex reports 5 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

In the seminal contribution [R.A. Davis, Maxima and minima of stationary sequences, Ann. Probab. 7(3) (1979), pp. 453–460.] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples assuming that the average proportion of incompleteness converges in probability to some random variable . We show the joint weak convergence of the maxima and the minima of both complete and incomplete samples. It turns out that the maxima and the minima are asymptotically independent when is a deterministic constant.

Key concepts: Maxima and minima, Maxima, Convergence (economics), Mathematics, Constant (computer programming), Statistical physics, Combinatorics, Mathematical analysis

Related papers

Back to paper searchBrowse research topicsOriginal source
Maxima and minima of complete and incomplete stationary sequences — Research Paper | ScholarLens