On the asymptotic locations of the largest and smallest extremes of a stationary sequence

DOI10.1007/S10959-017-0742-8MaRDI QIDQ1661585zbMATH OpenOpenAlexFDO

Authors Luisa Pereira

Publication date 16 August 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-017-0742-8

zbMATH Keywords

asymptotic independencepoint processesorder statisticsexceedancesdependence conditionslocations of extremes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• scientific article; zbMATH DE number 49622 (Why is no real title available?)
• scientific article; zbMATH DE number 3538604 (Why is no real title available?)
• Asymptotic (r-1)-dependent representation for rth order statistic from a stationary sequence
• Asymptotic location of largest values of a stationary random field
• Extremes and related properties of random sequences and processes
• Limit laws for the maximum and minimum of stationary sequences
• Limit laws for upper and lower extremes from stationary mixing sequences
• Maxima and minima of stationary sequences
• On extreme values in stationary sequences
• On the asymptotic location of high values of a stationary sequence
• On the exceedance point process for a stationary sequence
• On the extreme order statistics for a stationary sequence
• On the multivariate extremal index
• Statistical inference using extreme order statistics
• The asymptotic location of the maximum of a stationary random field
• The asymptotic locations of the maximum and minimum of stationary sequences

Cited in

(8)

• The asymptotic property of locations of extremes for stationary sequences
• On the locations of maxima and minima in a sequence of exchangeable random variables
• On the asymptotic location of high values of a stationary sequence
• The asymptotic locations of the maximum and minimum of stationary sequences
• Compound Poisson approximation for extremes of moving minima in arrays of independent random variables
• scientific article; zbMATH DE number 1536218 (Why is no real title available?)
• Asymptotic location of largest values of a stationary random field
• Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics

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