Phantom distribution functions for some stationary sequences

DOI10.1007/S10687-015-0228-YzbMath1337.60049arXiv1509.05449OpenAlexW2963818327WikidataQ59403161 ScholiaQ59403161MaRDI QIDQ897845

Gabriel Lang, Adam Jakubowski, Paul Doukhan

Publication date: 8 December 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.05449

zbMATH Keywords

extremal indexweak dependenceextremesphantom distribution function\(\alpha\)-mixing sequencesLindley's processrandom walk metropolis algorithmstrictly stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99)

Related Items (7)

Quenched phantom distribution functions for Markov chains ⋮ Asymptotics of the order statistics for a process with a regenerative structure ⋮ Clusters of extremes: modeling and examples ⋮ Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend ⋮ On Extremal Index of max-stable stationary processes ⋮ Directional phantom distribution functions for stationary random fields ⋮ Managing local dependencies in asymptotic theory for maxima of stationary random fields

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