a b s t r a c tLet (X n ) be a sequence of d-dimensional stationary Gaussian vectors, and let M n denote the partial maxima of {X k , 1 ≤ k ≤ n}. Suppose that there are missing data in each component of X k and let M n denote the partial maxima of the observed variables. In this note, we study two kinds of asymptotic distributions of the random vector ( M n , M n ) where the correlation and cross-correlation satisfy some dependence conditions.

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In this paper, we prove the almost sure limit theorem of the maxima for a kind of strongly dependent stationary Gaussian vector sequences.