Extreme value asymptotics for multivariate renewal processes

DOI10.1006/jmva.1996.0015zbMath0861.60065OpenAlexW1998701265MaRDI QIDQ1914690

Vera R. Eastwood, Josef G. Steinebach

Publication date: 5 August 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0015

zbMATH Keywords

weak convergenceinvariance principlerenewal processextreme value asymptotics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Related Items (5)

Applications of permutations to the simulations of critical values ⋮ Detecting changes in a multivariate renewal process ⋮ Moving Sum Data Segmentation for Stochastic Processes Based on Invariance ⋮ Unnamed Item ⋮ Testing for changes in multivariate dependent observations with an application to temperature changes

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