Central Limit Theorem for the Number of Near-Records

DOI10.1080/03610926.2010.522753zbMath1261.60049MaRDI QIDQ2903821

F. Javier López, Gerardo Sanz, Raúl Gouet

Publication date: 2 August 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.522753

zbMATH Keywords

martingale central limit theorem; near-record

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

60G70: Extreme value theory; extremal stochastic processes

Related Items

On characterization results based on the number of observations near thek-records, Record statistics of a strongly correlated time series: random walks and Lévy flights, On the point process of near-record values

Cites Work

• Unnamed Item
• Unnamed Item
• Limit theorems for numbers of near records
• On the number of near-maximum insurance claim under dependence.
• Parametric and nonparametric inference from record-breaking data
• On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
• Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models
• Breaking Records and Breaking Boards
• On the number and sum of near-record observations