Limit laws for maxima of a stationary random sequence with random sample size
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Publication:1944370
DOI10.1007/s11749-011-0238-2zbMath1266.60094MaRDI QIDQ1944370
Maria da Graça Temido, A. Freitas, Juerg Hüsler
Publication date: 5 April 2013
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-011-0238-2
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
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Limit laws for the maxima of stationary chi-processes under random index, Extremes of order statistics of stationary processes, Some limit results on supremum of Shepp statistics for fractional Brownian motion, The limit theorems for maxima of stationary Gaussian processes with random index, Random fields and random sampling
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