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

DOI10.1007/S10959-017-0742-8zbMATH Open1434.60132OpenAlexW2593857586MaRDI QIDQ1661585FDOQ1661585

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

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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)

Cites Work

• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• Statistical inference using extreme order statistics
• On the multivariate extremal index
• Title not available (Why is that?)
• On extreme values in stationary sequences
• Title not available (Why is that?)
• On the extreme order statistics for a stationary sequence
• Maxima and minima of stationary sequences
• The asymptotic locations of the maximum and minimum of stationary sequences
• Asymptotic Location of Largest Values of a Stationary Random Field
• The asymptotic location of the maximum of a stationary random field
• Limit laws for the maximum and minimum of stationary sequences
• Limit laws for upper and lower extremes from stationary mixing sequences
• Asymptotic \((r-1)\)-dependent representation for \(r\)th order statistic from a stationary sequence
• On the asymptotic location of high values of a stationary sequence

Cited In (6)

• The asymptotic property of locations of extremes for stationary sequences
• 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
• Title not available (Why is that?)
• Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics

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