Extreme Values in Uniformly Mixing Stationary Stochastic Processes
From MaRDI portal
Publication:5568429
DOI10.1214/aoms/1177700071zbMath0178.53201OpenAlexW2042655474WikidataQ106690856 ScholiaQ106690856MaRDI QIDQ5568429
Publication date: 1965
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177700071
Related Items (47)
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures ⋮ New extreme value theory for maxima of maxima ⋮ Extremal clustering in non-stationary random sequences ⋮ On empirical estimation of mode based on weakly dependent samples ⋮ Convergence of thinning processes using compensators ⋮ On the exceedance point process for a stationary sequence ⋮ Computer experiments for the analysis of extreme-value phenomena ⋮ Adaptive Choice and Resampling Techniques in Extremal Index Estimation ⋮ Uniform AR(1) Processes and Maxima on Partial Samples ⋮ On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow ⋮ On the extreme order statistics for a stationary sequence ⋮ On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences ⋮ The extremes of random walks in random sceneries ⋮ Extremal memory of stochastic volatility with an application to tail shape inference ⋮ On limiting cluster size distributions for processes of exceedances for stationary sequences ⋮ Almost sure central limit theorems for the maxima of randomly chosen random variables ⋮ Some variations on the extremal index ⋮ Extremes of weighted Brownian bridges in increasing dimension ⋮ A covariance formula for topological events of smooth Gaussian fields ⋮ On extreme values in stationary sequences ⋮ Variants of the graph dependent model in extreme value theory ⋮ Relative extremal index of two stationary processes ⋮ Extreme values for characteristic radii of a Poisson-Voronoi tessellation ⋮ Extremal indices, geometric ergodicity of Markov chains and MCMC ⋮ On the measurement and treatment of extremes in time series ⋮ Extremal behaviour of chaotic dynamics ⋮ Sums of weakly dependent random variables ⋮ Weak convergence inapplied probability ⋮ The maximum term of uniformly mixing stationary processes ⋮ The extremal index, hitting time statistics and periodicity ⋮ TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS ⋮ Bayesian inference for clustered extremes ⋮ Conditions for the convergence in distribution of maxima of stationary normal processes ⋮ Stationary self-similar extremal processes ⋮ Estimating tail decay for stationary sequences via extreme values ⋮ Extreme value theory for multivariate stationary sequences ⋮ Almost sure relative stability of the maximum of a stationary sequence ⋮ Extreme value theory for continuous parameter stationary processes ⋮ Poisson approximation ⋮ Rare events, temporal dependence, and the extremal index ⋮ A Fréchet law and an Erdős–Philipp law for maximal cuspidal windings ⋮ Extreme value theory for non-uniformly expanding dynamical systems ⋮ The extremal index of a higher-order stationary Markov chain ⋮ Extremes and local dependence in stationary sequences ⋮ The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series ⋮ Limit laws for the maximum and minimum of stationary sequences ⋮ Extreme values of autocorrelated sequences
This page was built for publication: Extreme Values in Uniformly Mixing Stationary Stochastic Processes