The asymptotic location of the maximum of a stationary random field

被引：8

作者：

Pereira, L. ^{[1
]}

机构：

[1] Univ Beira Interior, CMUBI, Dept Math, P-6201001 Covilha, Portugal

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 20期

关键词：

D O I：

10.1016/j.spl.2009.07.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we study the limiting distribution of the location of the maximum generated by a stationary random field satisfying a long range weak dependence for each coordinate at a time. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：2166 / 2169

页数：4

共 50 条

[1] Asymptotic Location of Largest Values of a Stationary Random Field
Pereira, Luisa
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2013, 42 (24) : 4513 - 4524
[2] On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
Ho, HC
Hsing, TL
JOURNAL OF APPLIED PROBABILITY, 1996, 33 (01) : 138 - 145
[3] The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale
Withers, Christopher S.
Nadarajah, Saralees
RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2009, 17 (01) : 55 - 60
[4] On the location of the maximum of a process: Levy, Gaussian and Random field cases
Lopez, Sergio I.
Pimentel, Leandro P. R.
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 90 (08) : 1221 - 1237
[5] A NOTE ON THE ASYMPTOTIC INDEPENDENCE OF THE SUM AND MAXIMUM OF STRONGLY MIXING STATIONARY RANDOM-VARIABLES
HSING, TL
ANNALS OF PROBABILITY, 1995, 23 (02): : 938 - 947
[6] The asymptotic locations of the maximum and minimum of stationary sequences
Pereira, L
Ferreira, H
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2002, 104 (02) : 287 - 295
[7] ASYMPTOTIC PROPERTIES OF MAXIMUM IN A STATIONARY GAUSSIAN PROCESS
PICKANDS, J
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1969, 145 : 75 - &
[8] On the asymptotic location of high values of a stationary sequence
Ferreira, H
Scotto, M
STATISTICS & PROBABILITY LETTERS, 2002, 60 (04) : 475 - 482
[9] TESTING FOR A SIGNAL WITH UNKNOWN LOCATION AND SCALE IN A STATIONARY GAUSSIAN RANDOM-FIELD
SIEGMUND, DO
WORSLEY, KJ
ANNALS OF STATISTICS, 1995, 23 (02): : 608 - 639
[10] ASYMPTOTIC EXPANSIONS FOR THE MAXIMUM OF RANDOM NUMBER OF RANDOM-VARIABLES
NOVAK, SY
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1994, 51 (02) : 297 - 305

← 1 2 3 4 5 →