A strong ergodic theorem for extreme and intermediate order statistics

DOI10.1016/J.JMAA.2017.11.062zbMath1380.62212arXiv1704.08391OpenAlexW2963085442MaRDI QIDQ1688844

Anna Dembińska, Aneta Buraczyńska

Publication date: 11 January 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.08391

zbMATH Keywords

almost sure convergencestationary processesergodic processesconditional quantilesextreme and intermediate order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items (3)

Almost sure asymptotic properties of central order statistics from stationary processes ⋮ Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics ⋮ The long-term behavior of number of near-maximum insurance claims

Cites Work

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