Limit laws for the maximum and minimum of stationary sequences

DOI10.1007/BF00537223zbMath0476.60024OpenAlexW2024565931MaRDI QIDQ3933701

Richard A. Davis

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00537223

zbMATH Keywords

extreme valuesasymptotic independencebivariate extreme value distributionstationary sequencesmixing sequences

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cites Work

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• On the Application of the Borel-Cantelli Lemma
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes