Limit laws for upper and lower extremes from stationary mixing sequences
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Publication:1054092
DOI10.1016/0047-259X(83)90026-XzbMath0518.62021MaRDI QIDQ1054092
Publication date: 1983
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
convergence in distributionasymptotic independencePoisson processjoint limiting distributionm-dependenceextreme order statisticsstationary mixing sequences
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
Semicontinuous processes in multi-dimensional extreme value theory, On the asymptotic locations of the largest and smallest extremes of a stationary sequence, \(\alpha\)-stable limit theorems for sums of dependent random vectors, On the locations of maxima and minima in a sequence of exchangeable random variables, The asymptotic locations of the maximum and minimum of stationary sequences
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