On the extreme order statistics for a stationary sequence

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

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Cites work

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Extremal processes generated by independent nonidentically distributed random variables
Extreme Values in Uniformly Mixing Stationary Stochastic Processes
Extremes and related properties of random sequences and processes
Limit Laws for Extreme Order Statistics From Strong-Mixing Processes
Limit laws for kth order statistics from strong-mixing processes
Limit laws for maxima and second maxima from strong-mixing processes
On extreme values in stationary sequences
On the characterization of certain point processes
On the exceedance point process for a stationary sequence
The two-dimensional Poisson process and extremal processes
Weak convergence to extremal processes

Cited in

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scientific article; zbMATH DE number 6919716 (Why is no real title available?)
Extreme values statistics for Markov chains via the (pseudo-) regenerative method
Limit laws for kth order statistics from strong-mixing processes
On the asymptotic distribution of certain bivariate reinsurance treaties
Almost sure convergence of extreme order statistics
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On the asymptotic locations of the largest and smallest extremes of a stationary sequence
Estimating the parameters of rare events
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Extremes of order statistics of stationary processes
On convergence of extreme order statistics
Asymptotic \((r-1)\)-dependent representation for \(r\)th order statistic from a stationary sequence
Asymptotics of the order statistics for a process with a regenerative structure
A strong ergodic theorem for extreme and intermediate order statistics
scientific article; zbMATH DE number 813864 (Why is no real title available?)
scientific article; zbMATH DE number 3866365 (Why is no real title available?)
A general study of extremes of stationary tessellations with examples
A note on the sequence of expected extremes
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On some estimates based on sample behavior near high level excursions
scientific article; zbMATH DE number 3905545 (Why is no real title available?)
On the characterization of certain point processes
On the number of near-maximum insurance claim under dependence.
Limit theorems for strongly mixing stationary random measures
Measures of serial extremal dependence and their estimation
Multilevel clustering of extremes.
Limit laws for kth order statistics from conditionally mixing arrays of random variables
Extreme value theory for processes with periodic variances
Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
Stationary self-similar extremal processes
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Compound Poisson approximation
A weak convergence result for the maxima of consecutive minima for stationary processes

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