Extremal processes. II

zbMath0304.60020MaRDI QIDQ1216893

Meyer Dwass

Publication date: 1966

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (16)

Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes ⋮ Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions ⋮ Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. ⋮ Extremes of independent stochastic processes: a point process approach ⋮ Processes of \(r^{th}\) largest ⋮ On the asymptotic joint distribution of an unbounded number of sample extremes ⋮ A note on generalized Pareto distributions and the k upper extremes ⋮ Multivariate extreme value analysis and its relevance in a metallographical application ⋮ Convergence of extreme values of Poisson point processes at small times ⋮ Weak convergence inapplied probability ⋮ Convergence in distribution of quotients of order statistics ⋮ Certain bivariate distributions and random processes connected with maxima and minima ⋮ Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments ⋮ Continuous-state branching processes, extremal processes and super-individuals ⋮ Independent Poisson processes generated by record values and inter-record times ⋮ Estimation of distribution tails —a semiparametric approach

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