Exact and asymptotic properties of δ-records in the linear drift model

DOI10.1088/1742-5468/abb4dczbMath1459.60117arXiv2006.05458OpenAlexW3167531193MaRDI QIDQ5857407

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Publication date: 1 April 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.05458

zbMATH Keywords

stochastic processesextreme valueextreme value statisticsexact results

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Approximations of \(\delta\)-record probabilities in i.i.d. and trend models

Cites Work

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