Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences.
Lunfeng CaoZuoxiang PengPublished in: Appl. Math. Lett. (2011)
Keyphrases
- statistically independent
- independent and identically distributed
- gaussian distribution
- random variables
- mixture distributions
- large deviations
- heavy tailed
- multiscale
- hidden markov models
- gaussian model
- normal distribution
- weight matrices
- statistical distributions
- marginal distributions
- missing data
- non stationary
- sequential patterns
- covariance matrices
- asymptotically optimal
- mean shift
- scale space
- denoising
- probability distribution
- probability density
- missing values
- gaussian mixture model
- class conditional
- maximum likelihood
- mixture distribution
- data sets