On extreme-value theory in the presence of a trend

DOI10.2307/3214059zbMath0623.60035OpenAlexW2334504133MaRDI QIDQ3761382

E. Verkade, Laurens De Haan

Publication date: 1987

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214059

zbMATH Keywords

extreme valuesperiodic disturbancesdriftrecord times

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (10)

Approximation of optimal stopping problems. ⋮ The index of the outstanding observation among n independent ones ⋮ On distribution-free inference for record-value data with trend ⋮ On the longest gap between power-rate arrivals ⋮ On approximative solutions of multistopping problems ⋮ Records and sequences of records from random variables with a linear trend ⋮ Records from stationary observations subject to a random trend ⋮ On approximative solutions of optimal stopping problems ⋮ Approximations of \(\delta\)-record probabilities in i.i.d. and trend models ⋮ Exact and asymptotic properties of δ-records in the linear drift model

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