On the maxima of non stationary random fields subject to missing observations
Shengchao Zheng and
Zhongquan Tan
Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 18, 6339-6361
Abstract:
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.
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:53:y:2024:i:18:p:6339-6361
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DOI: 10.1080/03610926.2023.2244098
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