Limit laws for the maxima of chain-dependent sequences with positive extremal index

DOI10.2307/3214808zbMath0766.60033OpenAlexW2332887250WikidataQ58650838 ScholiaQ58650838MaRDI QIDQ3992303

Feridun Turkman, M. F. F. Oliveira

Publication date: 13 August 1992

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

Full work available at URL: https://doi.org/10.2307/3214808

zbMATH Keywords

extreme valueschain-dependence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

The extremes of random walks in random sceneries ⋮ Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter ⋮ Modelling extremes of time-dependent data by Markov-switching structures ⋮ Limit distributions for point processes of exceedances of random levels

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