Weak convergence results for extremal processes generated by dependent random variables
From MaRDI portal
Publication:1246782
DOI10.1214/aop/1176995486zbMath0377.60027OpenAlexW2093137780MaRDI QIDQ1246782
Publication date: 1978
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995486
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Convergence of probability measures (60B10)
Related Items
Stable laws for chaotic billiards with cusps at flat points, On the exceedance point process for a stationary sequence, Compound Poisson approximation, Semicontinuous processes in multi-dimensional extreme value theory, Stochastic analysis of the fracture of solids with microcracks, Maxima of linear processes with heavy‐tailed innovations and random coefficients, On the characterization of certain point processes, Extreme value theory for a class of nonstationary time series with applications, Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution, Extremal point processes and intermediate quantile functions, Point processes of exits by bivariate Gaussian processes and extremal theory for the \(\chi^2\)-process and its concomitants, Weak convergence of multivariate partial maxima processes, Multilevel clustering of extremes., Estimation for first-order autoregressive processes with positive or bounded innovations, ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER, Complete convergence and records for dynamically generated stochastic processes, \(\alpha\)-stable limit theorems for sums of dependent random vectors, Stationary self-similar extremal processes, Estimation for a class of positive nonlinear time series models, Poisson approximation, Extremes of stochastic volatility models, Extremes and local dependence in stationary sequences, Limit laws for upper and lower extremes from stationary mixing sequences, Functional weak convergence of partial maxima processes
