Extremes in multivariate stationary normal sequences
Volume 25 / 1998
Applicationes Mathematicae 25 (1998), 375-379
DOI: 10.4064/am-25-3-375-379
Abstract
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.
