Limit theorems for the maximum term of a stationary process

DOI10.1214/AOP/1176996673MaRDI QIDQ1845574zbMATH OpenOpenAlexFDO

Authors George L. O'Brien

Publication date 1974

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996673

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cited in

(15)

• Computer experiments for the analysis of extreme-value phenomena
• Multilevel clustering of extremes.
• The maximum term of uniformly mixing stationary processes
• On the accuracy of multivariate compound Poisson approximation.
• On limit theorems for the distribution of the maximal element in a sequence of random variables
• Managing local dependencies in asymptotic theory for maxima of stationary random fields
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
• Quenched phantom distribution functions for Markov chains
• Asymptotic (r-1)-dependent representation for rth order statistic from a stationary sequence
• Phantom distribution functions for some stationary sequences
• On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow
• Some variations on the extremal index
• Relative extremal index of two stationary processes
• Limit laws for the maximum and minimum of stationary sequences
• Extremes and local dependence in stationary sequences

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