A strong invariance principle concerning the J-upper order statistics for stationary m-dependent sequences

DOI10.1016/0378-3758(90)90006-GzbMath0715.60045OpenAlexW1966923789MaRDI QIDQ751714

George Haiman, Madan Lal Puri

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90006-g

zbMATH Keywords

order statisticsrecord timesstrong invariancem-dependent processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (1)

A strong invariance principle for the extremes of multivariate stationary \(m\)-dependent sequences

Cites Work

• Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener. (Study of the extremes of a stationary m-dependent sequence with an application to the increments of Wiener processes)
• Unnamed Item

This page was built for publication: A strong invariance principle concerning the J-upper order statistics for stationary m-dependent sequences