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

DOI10.1023/A:1012204622499zbMATH Open1003.60051OpenAlexW215372239MaRDI QIDQ1848520FDOQ1848520

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

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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)

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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