On the asymptotic locations of the largest and smallest extremes of a stationary sequence

DOI10.1007/S10959-017-0742-8zbMath1434.60132OpenAlexW2593857586MaRDI QIDQ1661585

Luísa Pereira

Publication date: 16 August 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-017-0742-8

zbMATH Keywords

order statisticspoint processesasymptotic independencedependence conditionsexceedanceslocations of extremes

Mathematics Subject Classification ID

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

Related Items (1)

Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics

Cites Work

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