The maximum term of uniformly mixing stationary processes

DOI10.1007/BF00532863zbMath0277.60020MaRDI QIDQ4403505

George L. O'Brien

Publication date: 1974

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

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Limit theorems in probability theory (60F99)

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Extremes and clustering of nonstationary max-AR(1) sequences ⋮ Computer experiments for the analysis of extreme-value phenomena ⋮ Adaptive Choice and Resampling Techniques in Extremal Index Estimation ⋮ Fighting the arch–enemy with mathematics‘ ⋮ Extremal memory of stochastic volatility with an application to tail shape inference ⋮ Moment inequalities for mixing sequences of random variables ⋮ On the Product of Random Variables and Moments of Sums Under Dependence ⋮ Relative extremal index of two stationary processes ⋮ Path properties of successive sample minima from stationary processes ⋮ Multilevel clustering of extremes. ⋮ TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS ⋮ Bayesian inference for clustered extremes ⋮ On the almost sure convergence of randomly indexed maximum of random variables ⋮ The extremal index of a higher-order stationary Markov chain ⋮ Extremes and local dependence in stationary sequences ⋮ On blocks and runs estimators of the extremal index ⋮ Limit laws for the maximum and minimum of stationary sequences ⋮ Approximate distributions of clusters of extremes

Cites Work

• Unnamed Item
• Limit theorems for the maximum term of a stationary process
• Sur la distribution limite du terme maximum d'une série aléatoire
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• On the Distribution of the Maximum of Random Variables
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes

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