Extreme Values in Samples from m-Dependent Stationary Stochastic Processes

Cited in

(43)

Extremal clustering in non-stationary random sequences
On the weak limit law of the maximal uniform $k$-spacing
Convergence of thinning processes using compensators
Maxima of stationary Gaussian processes
Computer experiments for the analysis of extreme-value phenomena
Detection and analysis of spikes in a random sequence
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
On extreme values in stationary sequences
THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION
A class of dependent random variables and their maxima
The maximum term of uniformly mixing stationary processes
Limit distributions for the maxima of stationary Gaussian processes
The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
Limit distributions of extreme order statistics of weakly dependent random variables
Stability theorems for maxima of dependent sequences
New extreme value theory for maxima of maxima
Statistical decision for extremes
Limit theorems for stochastic processes occurring in studies of the light‐sensitivity of the human eye
A computational algorithm for the coverage probability of a first order autogressive process
Quotient correlation: a sample based alternative to Pearson's correlation
Asymptotics of spectral density estimates
On the exact distribution of the maximum of absolutely continuous dependent random variables
An extreme value theory for long head runs
A fluctuation limit theorem for a critical branching process with dependent immigration
Localization of the principal Dirichlet eigenvector in the heavy-tailed random conductance model
On a problem concerning spacings
A Fréchet law and an Erdős-Philipp law for maximal cuspidal windings
Jump detection in high-frequency order prices
Extreme value theory for continuous parameter stationary processes
On Gaussian triangular arrays in the case of strong dependence
On the homogeneous planar Poisson point process
Limit laws for the maximum and minimum of stationary sequences
The limit distribution of the maximal deviation of a spline estimate of a probability density
Extreme value theory for multivariate stationary sequences
The Borel-Cantelli lemma under m-dependence
Extremes and local dependence in stationary sequences
A probability model for the time to fatigue failure of a fibrous composite with local load sharing
Extreme values of autocorrelated sequences
Estimation of extreme values by the average conditional exceedance rate method
Extremal independence in discrete random systems
Extremal memory of stochastic volatility with an application to tail shape inference
Variants of the graph dependent model in extreme value theory
Conditions for the convergence in distribution of maxima of stationary normal processes

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