Weak convergence results for extremal processes generated by dependent random variables
From MaRDI portal
Publication:1246782
DOI10.1214/aop/1176995486zbMath0377.60027MaRDI QIDQ1246782
Publication date: 1978
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995486
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60B10: Convergence of probability measures
Related Items
ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER, Extremes and local dependence in stationary sequences, Estimation for first-order autoregressive processes with positive or bounded innovations, Limit laws for upper and lower extremes from stationary mixing sequences, On the exceedance point process for a stationary sequence, Semicontinuous processes in multi-dimensional extreme value theory, On the characterization of certain point processes, Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution, Extremal point processes and intermediate quantile functions, Point processes of exits by bivariate Gaussian processes and extremal theory for the \(\chi^2\)-process and its concomitants, \(\alpha\)-stable limit theorems for sums of dependent random vectors, Stationary self-similar extremal processes, Estimation for a class of positive nonlinear time series models, Extremes of stochastic volatility models, Extreme value theory for a class of nonstationary time series with applications, Multilevel clustering of extremes., Stochastic analysis of the fracture of solids with microcracks
