Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions

DOI10.1016/0304-4149(94)90115-5zbMath0788.60067MaRDI QIDQ1315405

Helena Ferreira

Publication date: 27 March 1994

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90115-5

zbMATH Keywords

multivariate extremal index; multivariate extreme value distribution; \(T\)-periodic sequence; limiting results for exceedance counts

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

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