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Maxima of Stationary Sequences

  • M. R. Leadbetter
  • Georg Lindgren
  • Holger Rootzén
Part of the Springer Series in Statistics book series (SSS)

Abstract

In this chapter, we extend the classical extreme value theory of Chapter 1 to apply to a wide class of dependent (stationary) sequences. The stationary sequences involved will be those exhibiting a dependence structure which is not “too strong”. Specifically, a distributional type of mixing condition— weaker than the usual forms of dependence restriction such as strong mixing—will be used as a basic assumption in the development of the theory.

Keywords

Asymptotic Distribution Norming Constant Stationary Sequence Normal Sequence Stable Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1983

Authors and Affiliations

  • M. R. Leadbetter
    • 1
  • Georg Lindgren
    • 2
  • Holger Rootzén
    • 3
  1. 1.Department of StatisticsThe University of North CarolinaChapel HillUSA
  2. 2.Department of Mathematical StatisticsUniversity of LundLundSweden
  3. 3.Institute of Mathematical StatisticsUniversity of CopenhagenCopenhagen øDenmark

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