Extreme values of autocorrelated sequences

DOI10.1016/0096-3003(85)90014-1zbMath0571.60024OpenAlexW2092033526MaRDI QIDQ1061406

C. S. Hirtzel

Publication date: 1985

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(85)90014-1

zbMATH Keywords

extreme valuesautocorrelated random variablesestimating the maximum value

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Distribution theory (60E99)

Related Items (2)

Extreme values of exponentially autocorrelated sequences ⋮ Computer experiments for the analysis of extreme-value phenomena

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Analysis of extreme values of natural processes: Statistical description of the maximum
• Extremes and related properties of random sequences and processes
• A note on strong-mixing Gaussian sequences
• Sur la distribution limite du terme maximum d'une série aléatoire
• Limiting Distribution of the Maximum Term in Sequences of Dependent Random Variables
• A limit theorem for the maximum term in a particular EARMA(1, 1) sequence
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes
• On extreme values in stationary sequences
• Limit Theorems for the Maximum Term in Stationary Sequences
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
• Distribution of the Maximum of the Arithmetic Mean of Correlated Random Variables

This page was built for publication: Extreme values of autocorrelated sequences