On a loss of memory property of the maximum

DOI10.1016/0167-7152(89)90033-3zbMath0688.60029OpenAlexW2000172004MaRDI QIDQ1263873

Tailen Hsing

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90033-3

zbMATH Keywords

mixing conditionstrictly stationary sequence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (1)

A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence

Cites Work

• Extreme values for stationary and Markov sequences
• On the exceedance point process for a stationary sequence
• Maxima and exceedances of stationary Markov chains
• Extremes and local dependence in stationary sequences
• Asymptotic Extremes for $m$-Dependent Random Variables
• On extreme values in stationary sequences

This page was built for publication: On a loss of memory property of the maximum