Distribution theory of \(\delta\)-record values. Case \(\delta\leq 0\)

DOI10.1007/s11749-013-0340-8zbMath1286.60046OpenAlexW2039143798MaRDI QIDQ384770

Begoña Salamanca-Miño, Fernando López-Blázquez

Publication date: 28 November 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-013-0340-8

zbMATH Keywords

maximum likelihooddistribution theory\(\delta\)-recordinter-record timerecord

Mathematics Subject Classification ID

Point estimation (62F10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items

Statistical inference for the geometric distribution based on \(\delta\)-records ⋮ Exceedances of records ⋮ Distribution theory of \(\delta\)-record values: case \(\delta \geq 0\) ⋮ Approximations of \(\delta\)-record probabilities in i.i.d. and trend models ⋮ Exact and asymptotic properties of δ-records in the linear drift model ⋮ On the point process of near-record values

Cites Work

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• Limit theorems for numbers of near records
• The joint distribution of record values and inter-record times
• On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
• Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• Waitingtimes between record observations
• On outstanding values in a sequence of random variables
• On the number and sum of near-record observations

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