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

• 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?)
• 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
• 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

(16)

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

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