全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...
-  2018 

平稳序列的次最大值和次最小值与其位置的渐近性质
The Asymptotic Properties of Locations of the Second Maximum and Minimum of Stationary Sequences

DOI: 10.13718/j.cnki.xdzk.2018.11.010

Keywords: 点过程, 相依条件, 最大值的位置, 渐近独立
point process
, dependence conditions, location of maxima, asymptotic independence

Full-Text   Cite this paper   Add to My Lib

Abstract:

讨论了含有极值指标的平稳序列的次最大值与其位置在长相依条件下的渐近性质,并给出了次最大值和次最小值与它们的位置的渐近性质.
In this paper, we discuss the asymptotic independence of the normalized second maximum and its location under a long-range dependence condition. Further, we give the asymptotic independence of the joint locations of the second maximum and the joint locations of the second minimum

References

[1]  DAVIS R A. Limit Laws for the Maximum and Minimum of Stationary Sequences[J]. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1982, 61(1): 31-42. DOI:10.1007/BF00537223
[2]  PEREIRA L, FERREIRA H. The Asymptotic Locations of the Maximum and Minimum of Stationary Sequences[J]. Journal of Statistical Planning and Inference, 2002, 104(2): 287-295. DOI:10.1016/S0378-3758(01)00259-2
[3]  龚志云, 彭作祥. 平稳高斯向量序列最大值与最小值联合的几乎处处收敛[J]. 西南大学学报(自然科学版), 2007, 29(9): 29-33.
[4]  LEADBETTER M R, LINDGREN G, ROOTZEN H. Extremes and Related Properties of Random Sequences and Processes[M]. New York: Springer, 1983.
[5]  谭樱, 陈守全. 高斯三角阵列最大值与最小值联合密度函数的渐近性[J]. 西南大学学报(自然科学版), 2016, 38(9): 130-136.
[6]  DAVIS R A. Maxima and Minima of Stationary Sequences[J]. The Annals of Probability, 1979, 7(3): 453-460. DOI:10.1214/aop/1176995046
[7]  PEREIRA L. Asymptotic Location of Largest Values of a Stationary Random Field[J]. Communication in Statistics-Theory and Methods, 2013, 42(24): 4513-4524. DOI:10.1080/03610926.2011.650270
[8]  HSING T, HUSLER J, LEADBETTER M R. On the Exceedance Point Process for a Stationary Sequence[J]. Probability Theory and Related Fields, 1988, 78(1): 97-112. DOI:10.1007/BF00718038

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133