We prove a limit theorem for the joint distribution of the maximum of the initial sample and the maximum of randomly decimated arbitrary stationary random sequence with a trend. The results are illustrated by a numerical example.
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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 21, pp. 121–134, 2008
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Kudrov, A.V. On the Maxima of Partial Samples of Random Sequences with a Pseudo-Stationary Trend. J Math Sci 227, 219–228 (2017). https://doi.org/10.1007/s10958-017-3588-9
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DOI: https://doi.org/10.1007/s10958-017-3588-9