The rate of convergence of extremes of stationary normal sequences

DOI10.2307/1426982zbMATH Open0508.60023OpenAlexW2329892321WikidataQ104841035 ScholiaQ104841035MaRDI QIDQ4746572FDOQ4746572

Holger Rootzén

Publication date: 1983

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426982

zbMATH Keywords

rate of convergenceextreme valuesmaxima of normal sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cited In (13)

• The distribution of the maximum of an ARMA(1,1) process
• Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences
• Two-sample high dimensional mean test based on prepivots
• Extremes of projections of functional time series on data-driven basis systems
• Improved convergence rates of normal extremes
• The extremes of a triangular array of normal random variables
• The asymptotic distribution of the maxima of a Gaussian random field on a lattice
• Complete asymptotic expansions for normal extremes
• Extreme values and tests for randomness
• Second-order expansion for the maximum of some stationary Gaussian sequences.
• Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences
• Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation
• Convergence Rate of Extremes for the General Error Distribution

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