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On the maxima and minima of complete and incomplete samples from nonstationary random fields

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  • Panga, Zacarias
  • Pereira, Luísa

Abstract

We derive the joint limiting distribution for the maxima and minima of complete and incomplete samples from nonstationary random fields satisfying appropriate dependence conditions. The results are illustrated with a nonstationary Gaussian random field.

Suggested Citation

  • Panga, Zacarias & Pereira, Luísa, 2018. "On the maxima and minima of complete and incomplete samples from nonstationary random fields," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 124-134.
    • Handle: RePEc:eee:stapro:v:137:y:2018:i:c:p:124-134
    DOI: 10.1016/j.spl.2018.01.019
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    References listed on IDEAS

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    1. Robert, C.Y., 2010. "On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring," Statistics & Probability Letters, Elsevier, vol. 80(2), pages 134-142, January.
    2. Ferreira, H. & Pereira, L., 2008. "How to compute the extremal index of stationary random fields," Statistics & Probability Letters, Elsevier, vol. 78(11), pages 1301-1304, August.
    3. Mladenovic, Pavle & Piterbarg, Vladimir, 2006. "On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1977-1991, December.
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    Cited by:

    1. Yuwei Li & Zhongquan Tan, 2023. "The Limit Properties of Maxima of Stationary Gaussian Sequences Subject to Random Replacing," Mathematics, MDPI, vol. 11(14), pages 1-14, July.
    2. Peng, Zuoxiang & Tong, Jinjun & Weng, Zhichao, 2019. "Exceedances point processes in the plane of stationary Gaussian sequences with data missing," Statistics & Probability Letters, Elsevier, vol. 149(C), pages 73-79.

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