Asymptotic Extremes for m-Dependent Random Variables

DOI10.1214/AOMS/1177703288MaRDI QIDQ5649739zbMATH OpenOpenAlexFDO

Authors Gordon Frank Newell

Publication date 1964

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177703288

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Asymptotic distribution theory in statistics (62E20)

Cited in

(18)

• Bayesian inference for clustered extremes
• Computer experiments for the analysis of extreme-value phenomena
• Stationary self-similar extremal processes
• On a loss of memory property of the maximum
• Managing local dependencies in asymptotic theory for maxima of stationary random fields
• On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow
• Adaptive choice and resampling techniques in extremal index estimation
• Statistical decision for extremes
• Limit laws for the maximum and minimum of stationary sequences
• Extremes and local dependence in stationary sequences
• Extrema of the Generalized Allocation Scheme Based on an m-Dependent Sequence
• On maxima of stationary fields
• The extremes of random walks in random sceneries
• Limit theorems for stochastic processes occurring in studies of the light‐sensitivity of the human eye
• Bootstrap and other resampling methodologies in statistics of extremes
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
• Some variations on the extremal index
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements

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