The extremes of a triangular array of normal random variables

DOI10.1214/aoap/1034968149zbMath0855.60019MaRDI QIDQ1814757

Tailen Hsing, Rolf-Dieter Reiss, Juerg Hüsler

Publication date: 14 January 1997

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

Full work available at URL: https://doi.org/10.1214/aoap/1034968149

zbMATH Keywords

weak convergence; time series; extremal index; dependence

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

Related Items

Remarks on compound Poisson approximation of Gaussian random sequences, Second-order expansion for the maximum of some stationary Gaussian sequences.

Cites Work

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