{X_n,n≥1}为存在样本缺失的标准化平稳正态序列,相关系数r_n=EX_1X_(1+n).(?)_n与(?)_n分别为观测到与未观测到的子样形成的超过数点过程.令N_n=(?)_n+(?)_n.本文研究r_nln→ρ∈[0,∞)时超过数点过程N_n,(?)_n与(?)_n的弱收敛性及顺序统计量的联合渐近分布.
Suppose that {X_n,n1} is a standardized stationary normal sequence with data missing and correlation r_n=EX_1X_(n+1).Let(?)_n and(?)_n denote two exceedances point processes formed by the observed and the unobserved samples respectively,and let N_n=(?)_n+)(?)_n.The weak convergence of N_n,(?)_n and(?)_n,and the joint limiting distributions of order statistics are considered as r_n ln n→ρ∈[0,∞).