Extremal processes and record value times

DOI10.2307/3212388MaRDI QIDQ4771920zbMATH OpenOpenAlexFDO

Authors Sidney I. Resnick

Publication date 1973

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212388

Mathematics Subject Classification ID

Markov processes (60J99) Limit theorems in probability theory (60F99)

Cited in

(11)

• Generating the maximum of independent identically distributed random variables
• On the optimality of multivariate Poisson approximation
• Smooth nonparametric estimation of the hazard and hazard rate functions from record-breaking data
• Interval estimation of location and scale parameters based on record values
• Strong Approximations For It-Records And Records In TheF^α-Scheme-A Duality
• scientific article; zbMATH DE number 3563984 (Why is no real title available?)
• Embedding in extremal processes and the asymptotic behavior of sums of minima
• Estimation via record values
• Nonparametric function estimation from inversely sampled record‐breaking data
• On the exceedance point process for a stationary sequence
• On a joint strong approximation theorem for record and inter-record times

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