Extremes of a random number of variables from periodic sequences

DOI10.1016/0378-3758(94)00082-4zbMath0821.60056OpenAlexW1999934497MaRDI QIDQ1890872

Helena Ferreira

Publication date: 18 September 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)00082-4

zbMATH Keywords

point process of exceedancessample of random sizelong range dependence conditionperiodic sequence of random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (6)

On the maxima and minima of complete and incomplete samples from nonstationary random fields ⋮ Limit laws for maxima of a stationary random sequence with random sample size ⋮ The limit theorems for maxima of stationary Gaussian processes with random index ⋮ Random fields and random sampling ⋮ Almost sure central limit theorem for exceedance point processes of stationary sequences ⋮ Limit laws for the maxima of stationary chi-processes under random index

Cites Work

• Unnamed Item
• Unnamed Item
• On the exceedance point process for a stationary sequence
• Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
• On the limit distribution of the extremes of a random number of independent random variables
• On the multivariate extremal index
• On extreme values in stationary sequences

This page was built for publication: Extremes of a random number of variables from periodic sequences