Limit laws for the maximum and minimum of stationary sequences

DOI10.1007/BF00537223MaRDI QIDQ3933701zbMATH OpenOpenAlexFDO

Authors Richard A. Davis

Publication date 1982

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

Full work available at URL https://doi.org/10.1007/bf00537223

zbMATH Keywords

asymptotic independencebivariate extreme value distributionextreme valuesmixing sequencesstationary sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Asymptotic distribution theory in statistics (62E20)

Cites work

• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• Asymptotic Extremes for m-Dependent Random Variables
• Extreme Values in Samples from m-Dependent Stationary Stochastic Processes
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• Limit laws for maxima and second maxima from strong-mixing processes
• Limit theorems for the maximum term of a stationary process
• Maxima and minima of stationary sequences
• On extreme values in stationary sequences
• On the Application of the Borel-Cantelli Lemma
• The maximum term of uniformly mixing stationary processes

Cited in

(18)

• Limit laws for upper and lower extremes from stationary mixing sequences
• Semicontinuous processes in multi-dimensional extreme value theory
• Computer experiments for the analysis of extreme-value phenomena
• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
• Extremes in autoregressive processes with uniform marginal distributions
• The asymptotic locations of the maximum and minimum of stationary sequences
• On the asymptotic locations of the largest and smallest extremes of a stationary sequence
• Extreme value theory for multivariate stationary sequences
• Quotient correlation: a sample based alternative to Pearson's correlation
• Extremes and local dependence in stationary sequences
• On the locations of maxima and minima in a sequence of exchangeable random variables
• On the multivariate upcrossings index
• Asymptotic dependence of bivariate maxima
• On the extremes of the max-INAR(1) process for time series of counts
• The joint limiting distribution of the upper and the lower extreme order statistics with random sample size
• A directional Poisson point process for univariate extremes
• The multivariate extremal index and the dependence structure of a multivariate extreme value distribution
• Multivariate extreme values in stationary random sequences

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