Extreme value theory for processes with periodic variances
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Publication:3822923
DOI10.1080/15326348908807098zbMath0669.60030OpenAlexW1971961639MaRDI QIDQ3822923
Rocco Ballerini, William P. McCormick
Publication date: 1989
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326348908807098
Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Applications of statistics (62P99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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