Almost sure convergence for the maxima and minima of strongly dependent nonstationary multivariate Gaussian sequences
Zhicheng Chen, Hongyun Zhang, Xinsheng Liu
Abstract
Zhicheng Chen, Hongyun Zhang, Xinsheng Liu
Abstract
We derive the limit distribution and the almost sure central limit theorem in the joint of the maxima and minima for strongly dependent nonstationary multivariate Gaussian sequences under some suitable conditions as to the convergence rate of covariance functions.
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We derive the limit distribution and the almost sure central limit theorem in the joint of the maxima and minima for strongly dependent nonstationary multivariate Gaussian sequences under some suitable conditions as to the convergence rate of covariance functions.
Key concepts: Maxima and minima, Maxima, Gaussian, Covariance, Mathematics, Limit (mathematics), Multivariate statistics, Convergence (economics)