The asymptotic locations of the maximum and minimum of stationary sequences

DOI10.1016/S0378-3758(01)00259-2zbMath0998.60047OpenAlexW2048530962WikidataQ127814660 ScholiaQ127814660MaRDI QIDQ1611776

Helena Ferreira, Luísa Pereira

Publication date: 28 August 2002

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00259-2

zbMATH Keywords

extreme value theorydependence conditionslocation of maxima

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

The multivariate extremal index and the dependence structure of a multivariate extreme value distribution ⋮ On the asymptotic locations of the largest and smallest extremes of a stationary sequence ⋮ Almost sure central limit theorem for the location and height of extreme order statistics and high values ⋮ The asymptotic location of the maximum of a stationary random field ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing ⋮ On the locations of maxima and minima in a sequence of exchangeable random variables

Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• Limit laws for upper and lower extremes from stationary mixing sequences
• On the exceedance point process for a stationary sequence
• Maxima and minima of stationary sequences
• Limit laws for the maximum and minimum of stationary sequences
• On the multivariate extremal index
• Extremes and local dependence in stationary sequences
• On extreme values in stationary sequences

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