A strong ergodic theorem for extreme and intermediate order statistics
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Publication:1688844
DOI10.1016/j.jmaa.2017.11.062zbMath1380.62212arXiv1704.08391OpenAlexW2963085442MaRDI QIDQ1688844
Anna Dembińska, Aneta Buraczyńska
Publication date: 11 January 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.08391
almost sure convergencestationary processesergodic processesconditional quantilesextreme and intermediate order statistics
Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Strong limit theorems (60F15)
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Almost sure asymptotic properties of central order statistics from stationary processes, Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics, The long-term behavior of number of near-maximum insurance claims
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