Limit laws for maxima of a stationary random sequence with random sample size
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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
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