Almost sure convergence for the maxima and minima of strongly dependent nonstationary multivariate Gaussian sequences.
Zhicheng ChenHongyun ZhangXinsheng LiuPublished in: Math. Found. Comput. (2023)
Keyphrases
- non stationary
- multivariate gaussian
- scale space
- covariance matrix
- maximum likelihood estimation
- multiscale
- gaussian distribution
- global minima
- autoregressive
- blind source separation
- adaptive algorithms
- hidden markov models
- fractional brownian motion
- concept drift
- stock price
- mean shift
- language model
- image processing