Extreme values and tests for randomness

DOI10.1016/0898-1221(94)00159-6zbMath0808.60046OpenAlexW2053450041MaRDI QIDQ1339819

Eugen Grycko

Publication date: 11 December 1994

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(94)00159-6

zbMATH Keywords

extreme valuesGumbel distributionstationary normal sequencestochastical dependence structure

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• The rate of convergence of extremes of stationary normal sequences

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