On record indices and record times

DOI10.1016/0378-3758(94)00063-8zbMath0826.60039OpenAlexW1973873147MaRDI QIDQ1890868

Konstantin A. Borovkov, Dietmar Pfeifer

Publication date: 23 May 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00063-8

zbMATH Keywords

extreme value theorycorrelation structureindependence of the record indicesrecord indices

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Discrete-time Markov processes on general state spaces (60J05) Characterization and structure theory of statistical distributions (62E10)

Related Items

Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme, Limit Theorems for Record Indicators in Threshold $F^\alpha$-Schemes, Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend

Cites Work

• Convergence rates for record times and the associated counting process
• On a joint strong approximation theorem for record and inter-record times
• Limit theorems for records from discrete distributions
• Reduced-order dynamic observer error linearisation: a natural extension of observer error linearisation
• Extremal processes, secretary problems and the 1/e law
• Records from improving populations
• Records in the presence of a linear trend
• Records
• The complete characterization of the upper and lower class of the record and inter-record times of an I.I.D. sequence
• Some remarks on nevzorov's record model
• Elementare Wahrscheinlichkeitsrechnung
• On the distribution of the inter-record times in an increasing population
• Record Times
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