Some asymptotic results for the number of generalized records

DOI10.1007/s10687-005-4858-3zbMath1091.62042OpenAlexW2103734386MaRDI QIDQ2488469

Fabrice Gamboa, Anne-Laure Fougères, Clémentine Prieur

Publication date: 24 May 2006

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-005-4858-3

zbMATH Keywords

large deviations principletest for randomnessDonsker theorem

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Large deviations (60F10)

Cites Work

• Limit laws for \(K\)-record times
• Large deviations for Poisson random measures and processes with independent increments
• Kendall's tau for serial dependence
• Tests of serial independence based on Kendall's process
• On the Theory of Runs with some Applications to Quality Control
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Some asymptotic results for the number of generalized records