Almost sure convergence of the maximum for a class of strongly dependent non-stationary Gaussian sequences
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Graphical Abstract
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Abstract
It is suppose that Xn,n≥1 is a standardized strongly dependent non-stationary Gaussian sequences with data missing,and let rij=EXiXj.The joint limiting distribution of complete and incomplete samples’ maximum is derived as rijln(j-i)→r∈(0,∞).Furthermore,the almost sure convergence of the joint limiting distribution is proved.
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