Limit distributions of extreme order statistics of weakly dependent random variables

DOI10.1007/s10958-005-0173-4zbMath1145.62307OpenAlexW2028262043MaRDI QIDQ997731

M. S. Tikhov

Publication date: 7 August 2007

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-005-0173-4

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Cites Work

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• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• The multivariate inclusion-exclusion formula and order statistics from dependent variates
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes

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