Extremes of a random number of variables from periodic sequences

DOI10.1016/0378-3758(94)00082-4zbMATH Open0821.60056OpenAlexW1999934497MaRDI QIDQ1890872FDOQ1890872

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

Recommendations

• scientific article; zbMATH DE number 2138429
• Extremes of periodic moving averages of random variables with regularly varying tail probabilities
• Extreme values of non-stationary random sequences
• Extremes of periodic integer-valued sequences with exponential type tails

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)

Cites Work

• On the exceedance point process for a stationary sequence
• Title not available (Why is that?)
• On the multivariate extremal index
• On extreme values in stationary sequences
• Title not available (Why is that?)
• 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

Cited In (8)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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.

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1890872)