Limit laws for maxima of a stationary random sequence with random sample size

DOI10.1007/S11749-011-0238-2MaRDI QIDQ1944370zbMATH OpenOpenAlexFDO

Authors A. Freitas, Maria da Graça Temido, J. 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

zbMATH Keywords

limit distributionmax-semistable lawsmaximummixturerandom sample size

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• Random fields and random sampling.
• scientific article; zbMATH DE number 278993
• On almost sure max-limit theorems of complete and incomplete samples from stationary sequences
• Limit distributions of the extremes of a random number of random variables in a stationary Gaussian sequence

Cites work

• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• Extreme value theory for a class of discrete distributions with applications to some stochastic processes
• Extreme value theory for moving average processes
• Extremes and clustering of nonstationary max-AR(1) sequences
• Extremes and related properties of random sequences and processes
• Extremes of a random number of variables from periodic sequences
• Extremes of integer-valued moving average models with exponential type tails
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 1775013 (Why is no real title available?)
• Limit theorems for extremes with random sample size
• Max-Semistable Laws in Extremes of Stationary Random Sequences
• On the limit distribution of the maximum of a random number of independent random variables
• On the max-semistable limit of maxima of stationary sequences with missing values
• On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
• Rarely Observed Sample Maxima

Cited in

(9)

• On the maxima of partial samples of random sequences with a pseudo-stationary trend
• 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.
• scientific article; zbMATH DE number 1775013 (Why is no real title available?)
• scientific article; zbMATH DE number 934407 (Why is no real title available?)
• The joint limiting distribution of the upper and the lower extreme order statistics with random sample size

This page was built for publication: Limit laws for maxima of a stationary random sequence with random sample size

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1944370)