Records in the presence of a linear trend
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Publication:3798099
DOI10.2307/1427103zbMath0652.62091OpenAlexW2334489255MaRDI QIDQ3798099
Rocco Ballerini, Sidney I. Resnick
Publication date: 1987
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427103
strong mixingergodicrecord timeslinear trendstrictly stationary sequencesubadditive processesGaussian ARMA processupper records
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Linear inference, regression (62J99) Inference from stochastic processes (62M99)
Related Items (12)
On record indices and record times ⋮ On distribution-free inference for record-value data with trend ⋮ Fitting a Mejzler distribution to extreme value data ⋮ Correlations between record events in sequences of random variables with a linear trend ⋮ Records and sequences of records from random variables with a linear trend ⋮ Records from stationary observations subject to a random trend ⋮ Modeling record-breaking stock prices ⋮ Heavy traffic limit for a tandem queue with identical service times ⋮ Heavy traffic limit for the workload plateau process in a tandem queue with identical service times ⋮ Endurance in speed skating: the development of world records. ⋮ Records in a changing world ⋮ Approximations of \(\delta\)-record probabilities in i.i.d. and trend models
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