On the extreme-value theory for stationary diffusions under power normalization

DOI10.1023/B:LIMA.0000019855.45150.05zbMath1082.60012OpenAlexW1982839214MaRDI QIDQ1881755

Bronius Grigelionis

Publication date: 15 October 2004

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:lima.0000019855.45150.05

zbMATH Keywords

power typedomain of attraction under power normalizationmaximum for one-dimensional diffusionp-max stable distribution on R

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

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