Limit laws for upper and lower extremes from stationary mixing sequences

DOI10.1016/0047-259X(83)90026-XzbMath0518.62021MaRDI QIDQ1054092

Richard A. Davis

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

convergence in distributionasymptotic independencePoisson processjoint limiting distributionm-dependenceextreme order statisticsstationary mixing sequences

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Semicontinuous processes in multi-dimensional extreme value theory, On the asymptotic locations of the largest and smallest extremes of a stationary sequence, \(\alpha\)-stable limit theorems for sums of dependent random vectors, On the locations of maxima and minima in a sequence of exchangeable random variables, The asymptotic locations of the maximum and minimum of stationary sequences

Cites Work

• Unnamed Item
• Unnamed Item
• Weak convergence to extremal processes
• Limit laws for maxima and second maxima from strong-mixing processes
• Weak convergence results for extremal processes generated by dependent random variables
• Conditions for the convergence in distribution of maxima of stationary normal processes
• Maxima and minima of stationary sequences
• On weak convergence of extremal processes
• Limit laws for the maximum and minimum of stationary sequences
• Order Statistics of Samples from Multivariate Distributions
• Multivariate extremal processes generated by independent non-identically distributed random variables
• Weak convergence of high level exceedances by a stationary sequence
• Max-infinite divisibility
• On extreme values in stationary sequences