The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend

DOI10.3103/S0027132212010020MaRDI QIDQ355301zbMATH OpenOpenAlexFDO

Authors Igor V. Rodionov

Publication date 24 July 2013

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s0027132212010020

zbMATH Keywords

stationary time seriesmonotone trendPoisson limit theoremhigher extrema

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3866301 (Why is no real title available?)
• scientific article; zbMATH DE number 5077388 (Why is no real title available?)
• Extremal index of a resampled process of autoregression
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• On extreme values in stationary sequences
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends

Cited in

(2)

• Properties of Hill's estimator of extreme value index for impure samples
• A Hake-type theorem for integrals with respect to abstract derivation bases in the Riesz space setting

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