A strong invariance principle for the extremes of multivariate stationary \(m\)-dependent sequences

DOI10.1016/0378-3758(92)90046-UzbMath0760.60030OpenAlexW2075286209MaRDI QIDQ1200621

George Haiman

Publication date: 16 January 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90046-u

zbMATH Keywords

extreme valuesstrong invariance

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Unnamed Item
• A strong invariance principle concerning the J-upper order statistics for stationary m-dependent sequences
• Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener. (Study of the extremes of a stationary m-dependent sequence with an application to the increments of Wiener processes)

This page was built for publication: A strong invariance principle for the extremes of multivariate stationary \(m\)-dependent sequences