On the extreme order statistics for a stationary sequence

DOI10.1016/0304-4149(88)90035-XzbMATH Open0654.60021MaRDI QIDQ1108657FDOQ1108657

Authors: Tailen Hsing 

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

extreme order statisticsstrong mixing conditionstrictly stationary sequence

Mathematics Subject Classification ID

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

Cites Work

• Extremes and related properties of random sequences and processes
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• Weak convergence to extremal processes
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• Limit laws for maxima and second maxima from strong-mixing processes
• Extremal processes generated by independent nonidentically distributed random variables
• Limit laws for kth order statistics from strong-mixing processes
• Limit Laws for Extreme Order Statistics From Strong-Mixing Processes

Cited In (35)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Multilevel clustering of extremes.
• Compound Poisson approximation
• On convergence of extreme order statistics
• Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
• Extremes of order statistics of stationary processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Limit laws for kth order statistics from conditionally mixing arrays of random variables
• Title not available (Why is that?)
• On the number of near-maximum insurance claim under dependence.
• On the asymptotic distribution of certain bivariate reinsurance treaties
• Almost sure convergence of extreme order statistics
• A general study of extremes of stationary tessellations with examples
• Title not available (Why is that?)
• On the asymptotic locations of the largest and smallest extremes of a stationary sequence
• Extreme value theory for processes with periodic variances
• Asymptotic \((r-1)\)-dependent representation for \(r\)th order statistic from a stationary sequence
• A weak convergence result for the maxima of consecutive minima for stationary processes
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method
• Limit laws for kth order statistics from strong-mixing processes
• Asymptotics of the order statistics for a process with a regenerative structure
• Title not available (Why is that?)
• Limit theorems for strongly mixing stationary random measures
• Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes
• Title not available (Why is that?)
• Measures of serial extremal dependence and their estimation
• On some estimates based on sample behavior near high level excursions
• Title not available (Why is that?)
• A strong ergodic theorem for extreme and intermediate order statistics
• Estimating the parameters of rare events
• On the characterization of certain point processes
• A note on the sequence of expected extremes
• Stationary self-similar extremal processes

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