We give formulas for the conditional expectations of a product of multivariate Hermite polynomials with multivariate normal arguments. These results are extended to include conditional expectations of a product of linear combination of multivariate normals. A unified approach is given that...

Let be a sequence of d-dimensional stationary Gaussian vectors, and let denote the partial maxima of . Suppose that there are missing data in each component of and let denote the partial maxima of the observed variables. In this note, we study two kinds of asymptotic distributions of the random...

Consider a sequence of n observations from an autoregressive process of order 1 with maximum Mn and minimum mn. We give their joint cumulative distribution function first in terms of n repeated integrals and then, for the case, where the marginal distribution of the observations is absolutely...