Extremes of a random number of variables from periodic sequences

DOI10.1016/0378-3758(94)00082-4MaRDI QIDQ1890872zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 4109747 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
• On extreme values in stationary sequences
• On the exceedance point process for a stationary sequence
• On the limit distribution of the extremes of a random number of independent random variables
• On the multivariate extremal index

Cited in

(8)

• scientific article; zbMATH DE number 2138429 (Why is no real title available?)
• Limit laws for the maxima of stationary chi-processes under random index
• On the maxima and minima of complete and incomplete samples from nonstationary random fields
• scientific article; zbMATH DE number 1907541 (Why is no real title available?)
• Limit laws for maxima of a stationary random sequence with random sample size
• Almost sure central limit theorem for exceedance point processes of stationary sequences
• The limit theorems for maxima of stationary Gaussian processes with random index
• Random fields and random sampling.

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