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Rates of convergence and approximations to the distribution of the maximum of chain-dependent sequence

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Publication:1848520
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DOI10.1023/A:1012204622499zbMath1003.60051OpenAlexW215372239MaRDI QIDQ1848520

William P. MacCormik, Lynne Seymour

Publication date: 21 November 2002

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1012204622499


zbMATH Keywords

rate of convergencelimit distributionextreme value


Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Markov renewal processes, semi-Markov processes (60K15)


Related Items (1)

Speed of convergence for laws of rare events and escape rates







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