The Limit Properties of Maxima of Stationary Gaussian Sequences Subject to Random Replacing

Yuwei Li and Zhongquan Tan ()
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Yuwei Li: Department of Mathematic, Zhejiang Normal University, Jinhua 321004, China
Zhongquan Tan: College of Data Science, Jiaxing University, Jiaxing 314001, China

Mathematics, 2023, vol. 11, issue 14, 1-14

Abstract: In applications, missing data may occur randomly and some relevant datum are often used to replace the missing ones. This article mainly explores the influence of the degree of dependence of stationary Gaussian sequences on the joint asymptotic distribution of the maximum of the Gaussian sequence and its maximum when the sequence is subject to random replacing.

Keywords: extreme value theory; random replacing; asymptotic distribution; stationary gaussian sequences (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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