A Darling-Erdős type result for stationary ellipsoids

DOI10.1016/j.spa.2013.01.018zbMath1290.60022OpenAlexW1965184946MaRDI QIDQ2444629

Moritz Jirak

Publication date: 10 April 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2013.01.018

zbMATH Keywords

asymptotic extreme value distributionweakly dependent processes

Mathematics Subject Classification ID

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

Related Items (1)

Berry-Esseen theorems under weak dependence

Uses Software

• FinTS

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