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EXTREME VALUE THEORY FOR CERTAIN NON-STATIONARY SEQUENCES1 - MaRDI portal

EXTREME VALUE THEORY FOR CERTAIN NON-STATIONARY SEQUENCES1 (Q3713333)

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EXTREME VALUE THEORY FOR CERTAIN NON-STATIONARY SEQUENCES1
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    EXTREME VALUE THEORY FOR CERTAIN NON-STATIONARY SEQUENCES1 (English)
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    1985
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    extreme value distribution
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    Markov property
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    weak dependence conditions
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    asymptotic independence
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    asymptotic distribution
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