On the distribution of tail array sums for strongly mixing stationary sequences

DOI10.1214/aoap/1028903454zbMath0939.60007OpenAlexW1966533147MaRDI QIDQ1296609

M. Ross Leadbetter, Holger Rootzén, Laurens De Haan

Publication date: 23 November 1999

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1028903454

zbMATH Keywords

extreme valuescentral limit theoremmixingtail inferencedamage modelingcompound Poisson convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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