Extreme value theory for continuous parameter stationary processes

DOI10.1007/BF01957094zbMATH Open0465.60025MaRDI QIDQ3917239FDOQ3917239

Authors: Holger Rootzén, M. Ross Leadbetter 

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionextreme value theorystationary sequencePoisson convergence theoremlargest local maxima

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• Sur la distribution limite du terme maximum d'une série aléatoire
• Title not available (Why is that?)
• Title not available (Why is that?)
• Upcrossing Probabilities for Stationary Gaussian Processes
• Asymptotic Properties of Gaussian Processes
• On extreme values in stationary sequences
• Limit Theorems for the Maximum Term in Stationary Sequences
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
• Maxima and High Level Excursions of Stationary Gaussian Processes
• Title not available (Why is that?)

Cited In (6)

• Convergence of thinning processes using compensators
• Semicontinuous processes in multi-dimensional extreme value theory
• On extremes and streams of upcrossing.
• Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
• Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.
• Limit laws on extremes of nonhomogeneous Gaussian random fields

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