On the maxima of non stationary random fields subject to missing observations

Motivated by the papers of Mladenović and Piterbarg ( 2006 ), Krajka ( 2011 ), and Pereira and Tan ( 2017 ), we study the limit properties for the maxima from non stationary random fields subject to missing observations and obtain the weakly convergence and almost sure convergence results for these...

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Bibliographic Details
Published inCommunications in statistics. Theory and methods Vol. 53; no. 18; pp. 6339 - 6361
Main Authors Zheng, Shengchao, Tan, Zhongquan
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 16.09.2024
Taylor & Francis Ltd
Subjects
almost sure central limit theorem
Convergence
Extreme value theory
Fields (mathematics)
missing observations
non stationary random fields
Primary 60G70
Secondary 60G60
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Summary:Motivated by the papers of Mladenović and Piterbarg ( 2006 ), Krajka ( 2011 ), and Pereira and Tan ( 2017 ), we study the limit properties for the maxima from non stationary random fields subject to missing observations and obtain the weakly convergence and almost sure convergence results for these maxima. Some examples such as Gaussian random fields, chi-random fields, and Gaussian order statistics fields are given to illustrate the obtained results.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2023.2244098