Rates of convergence and approximations to the distribution of the maximum of chain-dependent sequence

DOI10.1023/A:1012204622499MaRDI QIDQ1848520zbMATH OpenOpenAlexFDO

Authors William P. MacCormik, Lynne Seymour

Publication date 21 November 2002

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1012204622499

zbMATH Keywords

limit distributionrate of convergenceextreme value

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(3)

• Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function
• Limit laws for the maxima of chain-dependent sequences with positive extremal index
• Speed of convergence for laws of rare events and escape rates

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