Weak convergence results for extremal processes generated by dependent random variables

DOI10.1214/AOP/1176995486zbMATH Open0377.60027OpenAlexW2093137780MaRDI QIDQ1246782FDOQ1246782

Authors: Robert J. Adler 

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

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cited In (25)

• Functional weak convergence of partial maxima processes
• Semicontinuous processes in multi-dimensional extreme value theory
• ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER
• Multilevel clustering of extremes.
• Weak convergence of multivariate partial maxima processes
• Compound Poisson approximation
• Complete convergence and records for dynamically generated stochastic processes
• Maxima of linear processes with heavy-tailed innovations and random coefficients
• Estimation for a class of positive nonlinear time series models
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
• Stable laws for chaotic billiards with cusps at flat points
• Stochastic analysis of the fracture of solids with microcracks
• Poisson approximation
• Estimation for first-order autoregressive processes with positive or bounded innovations
• Extremal point processes and intermediate quantile functions
• Extremes of stochastic volatility models
• \(\alpha\)-stable limit theorems for sums of dependent random vectors
• Extremes and local dependence in stationary sequences
• Limit laws for upper and lower extremes from stationary mixing sequences
• Extreme value theory for a class of nonstationary time series with applications
• Point processes of exits by bivariate Gaussian processes and extremal theory for the \(\chi^2\)-process and its concomitants
• On the exceedance point process for a stationary sequence
• On the characterization of certain point processes
• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
• Stationary self-similar extremal processes

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