scientific article; zbMATH DE number 3582944

MaRDI QIDQ4151429zbMATH OpenFDO

Authors Toshio Mori

Publication date 1977

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stationary stochastic processes (60G10) Stochastic processes (60G99) Order statistics; empirical distribution functions (62G30)

Cited in

(17)

• Extreme value theory for suprema of random variables with regularly varying tail probabilities
• On the exceedance point process for a stationary sequence
• On the characterization of certain point processes
• On the extreme order statistics for a stationary sequence
• Stationary self-similar extremal processes
• On the excursion random measure of stationary processes
• On some estimates based on sample behavior near high level excursions
• Multilevel clustering of extremes.
• Asymptotic (r-1)-dependent representation for rth order statistic from a stationary sequence
• Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
• Point processes associated with stationary stable processes
• Extremes and local dependence in stationary sequences
• A complete convergence theorem for stationary regularly varying multivariate time series
• Complete convergence and records for dynamically generated stochastic processes
• A functional limit theorem for dependent sequences with infinite variance stable limits
• Ergodic theory, abelian groups and point processes induced by stable random fields
• Convergence to Lévy stable processes under some weak dependence conditions

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