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

oleh: Yuwei Li, Zhongquan Tan

Format: Article
Diterbitkan: MDPI AG 2023-07-01

Deskripsi

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.