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scientific article; zbMATH DE number 1904849
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scientific article; zbMATH DE number 1904849 |
Statements
5 May 2003
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extreme value distributions
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stationary sequence
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stationary process
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spectral density estimate
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generalized Pareto distributions
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0.8586885929107666
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0.8485574126243591
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0.8416029810905457
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Starting from the classical case of i.i.d. sequences of random variables, the author summarizes results in the extreme value theory (no proofs). The following subjects are discussed: maxima of stationary and Gaussian stationary sequences, of stationary processes with a continuous parameter and of stationary Gaussian processes, maximal deviation of empirical distribution functions and of spectral density estimates, and also generalized waiting times in sequences of experiments and the generalized Pareto distributions. For the entire collection see [Zbl 0982.00034].
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