On the maxima of partial samples of random sequences with a pseudo-stationary trend

DOI10.1007/s10958-017-3588-9zbMath1379.60038OpenAlexW2763523509MaRDI QIDQ1694667

A. V. Kudrov

Publication date: 6 February 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-017-3588-9

zbMATH Keywords

joint distributionarbitrary stationary random sequence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99)

Cites Work

• Unnamed Item
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• Extremes and related properties of random sequences and processes
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
• Sur la distribution limite du terme maximum d'une série aléatoire
• On extreme values in stationary sequences

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