Limit laws for the maximum and minimum of stationary sequences

DOI10.1007/BF00537223zbMATH Open0476.60024OpenAlexW2024565931MaRDI QIDQ3933701FDOQ3933701

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 independenceextreme valuesstationary sequencesmixing sequencesbivariate extreme value distribution

Mathematics Subject Classification ID

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

Cites Work

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• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• On extreme values in stationary sequences
• On the Application of the Borel-Cantelli Lemma
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• Limit theorems for the maximum term of a stationary process
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• Asymptotic Extremes for $m$-Dependent Random Variables
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
• The maximum term of uniformly mixing stationary processes
• Maxima and minima of stationary sequences
• Limit laws for maxima and second maxima from strong-mixing processes

Cited In (16)

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

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