Limit laws for maxima of a stationary random sequence with random sample size
From MaRDI portal
Publication:1944370
DOI10.1007/s11749-011-0238-2zbMath1266.60094OpenAlexW1983034978MaRDI QIDQ1944370
Maria da Graça Temido, A. Freitas, Juerg Hüsler
Publication date: 5 April 2013
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-011-0238-2
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)
Related Items (5)
Some limit results on supremum of Shepp statistics for fractional Brownian motion ⋮ The limit theorems for maxima of stationary Gaussian processes with random index ⋮ Random fields and random sampling ⋮ Limit laws for the maxima of stationary chi-processes under random index ⋮ Extremes of order statistics of stationary processes
Cites Work
- Unnamed Item
- Unnamed Item
- On the max-semistable limit of maxima of stationary sequences with missing values
- Extremes and related properties of random sequences and processes
- Extreme value theory for moving average processes
- A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
- Extremes and clustering of nonstationary max-AR(1) sequences
- Extremes of a random number of variables from periodic sequences
- Extremes of integer-valued moving average models with exponential type tails
- Limit theorems for extremes with random sample size
- Rarely Observed Sample Maxima
- Max-Semistable Laws in Extremes of Stationary Random Sequences
- On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
- On the limit distribution of the maximum of a random number of independent random variables
- Extreme value theory for a class of discrete distributions with applications to some stochastic processes
This page was built for publication: Limit laws for maxima of a stationary random sequence with random sample size