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Extreme Values and Rare Events of Non-Stationary Random Sequences

  • Jürg Hüsler
Part of the Progress in Probability and Statistics book series (PRPR, volume 11)

Abstract

The aim of this paper is to summarize some of the recent results of extreme values in non-stationary sequences. The classical extreme value theory considers mainly the limit distributions of the maxima or minima for iid. sequences. This theory was extended consecutively by a number of papers (e.g. Watson [24], Loynes [18], Leadbetter [15]) to apply for a wide class of stationary sequences. The state of theory is well described in Leadbetter, Lindgren and Rootzen [17].

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Copyright information

© Springer Science+Business Media New York 1986

Authors and Affiliations

  • Jürg Hüsler
    • 1
  1. 1.Department of StatisticsUniversity of BernBernSwitzerland

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