scientific article; zbMATH DE number 4007358

MaRDI QIDQ3757073zbMATH OpenFDO

Authors George Haiman

Publication date 1987

zbMATH Keywords

asymptotic propertiesstationary time seriesrapidly decreasing tailsrecord time sequences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Sample path properties (60G17)

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• Asymptotic Properties of the Times the States Change in a Random Record Process
• A strong invariance principle concerning the J-upper order statistics for stationary m-dependent sequences
• An invariance principle for sums and record times of regularly varying stationary sequences
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• Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener. (Study of the extremes of a stationary m-dependent sequence with an application to the increments of Wiener processes)
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