The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend

DOI10.3103/S0027132212010020zbMath1272.60012OpenAlexW2081367523MaRDI QIDQ355301

Igor V. Rodionov

Publication date: 24 July 2013

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0027132212010020

zbMATH Keywords

stationary time seriesmonotone trendPoisson limit theoremhigher extrema

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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A Hake-Type Theorem for Integrals with Respect to Abstract Derivation Bases in the Riesz Space Setting ⋮ Properties of Hill's estimator of extreme value index for impure samples

Cites Work

• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
• On extreme values in stationary sequences
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