Geodesic
Extremes in multivariate stationary normal sequences
Applicationes Mathematicae, Tome 25 (1999) no. 3, pp. 375-379 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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This paper deals with a weak convergence of maximum vectors built on the base of stationary and normal sequences of relatively strongly dependent random vectors. The discussion concentrates on the normality of limits and extends some results of McCormick and Mittal [4] to the multivariate case.
DOI : 10.4064/am-25-3-375-379
Keywords: stationary normal sequences, extreme order statistics

Mateusz Wiśniewski 1

1 
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Mateusz Wiśniewski. Extremes in multivariate stationary normal sequences. Applicationes Mathematicae, Tome 25 (1999) no. 3, pp. 375-379. doi: 10.4064/am-25-3-375-379

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