On the asymptotic location of high values of a stationary sequence

DOI10.1016/S0167-7152(02)00326-7zbMath1019.60052OpenAlexW1994002610MaRDI QIDQ1871363

Helena Ferreira, Manuel G. Scotto

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00326-7

zbMATH Keywords

point processeslimit distributionexceedanceslocations of extremes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (4)

On the asymptotic locations of the largest and smallest extremes of a stationary sequence ⋮ Almost sure central limit theorem for the location and height of extreme order statistics and high values ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing ⋮ Asymptotic Location of Largest Values of a Stationary Random Field

Cites Work

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• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• Local Likelihood Smoothing of Sample Extremes
• Limit distribution for point processes of high local maxima

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