Relative extremal index of two stationary processes

DOI10.1016/0304-4149(91)90048-HzbMath0743.60051MaRDI QIDQ1176547

Adam Jakubowski

Publication date: 25 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

extreme valuesextremal indexstationary sequencedistributional mixingphantom distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (8)

Quenched phantom distribution functions for Markov chains ⋮ Phantom distribution functions for some stationary sequences ⋮ On maxima of stationary fields ⋮ Directional phantom distribution functions for stationary random fields ⋮ Asymptotic \((r-1)\)-dependent representation for \(r\)th order statistic from a stationary sequence ⋮ Managing local dependencies in asymptotic theory for maxima of stationary random fields ⋮ Almost sure relative stability of the maximum of a stationary sequence ⋮ Extremes of Homogeneous Gaussian Random Fields

Cites Work

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• Extremes and related properties of random sequences and processes
• Extreme values for stationary and Markov sequences
• Extremal theory for stochastic processes
• \(\alpha\)-stable limit theorems for sums of dependent random vectors
• Limit theorems for the maximum term of a stationary process
• Maxima and exceedances of stationary Markov chains
• The maximum term of uniformly mixing stationary processes
• Extremes and local dependence in stationary sequences
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• On extreme values in stationary sequences

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