A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes

DOI10.1214/AOMS/1177693162zbMATH Open0244.60008OpenAlexW2041277394MaRDI QIDQ5656137FDOQ5656137

Authors: Roy E. Welsch 

Publication date: 1971

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693162

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Order statistics; empirical distribution functions (62G30)

Cited In (6)

• Computer experiments for the analysis of extreme-value phenomena
• On extreme values in stationary sequences
• Central limit theorems for conditionally strong mixing and conditionally strictly stationary sequences of random variables
• A law of the iterated logarithm for extreme values from gaussian sequences
• Extreme values of autocorrelated sequences
• Some conditional results for conditionally strong mixing sequences of random variables

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