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Extreme Values and Rare Events of Non-Stationary Random Sequences

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Dependence in Probability and Statistics

Part of the book series: Progress in Probability and Statistics ((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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Author information

Authors and Affiliations

  1. Department of Statistics, University of Bern, Sidlerstr. 5, CH-3012, Bern, Switzerland

    Jürg Hüsler

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  1. Jürg Hüsler
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Editors and Affiliations

  1. Institut für Mathematische Stochastik, Universität Freiburg, 7800, Freiburg i. Br., Federal Republic of Germany

    Ernst Eberlein

  2. Department of Mathematics, Boston University, 02215, Boston, MA, USA

    Murad S. Taqqu

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Hüsler, J. (1986). Extreme Values and Rare Events of Non-Stationary Random Sequences. In: Eberlein, E., Taqqu, M.S. (eds) Dependence in Probability and Statistics. Progress in Probability and Statistics, vol 11. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4615-8162-8_21

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  • DOI: https://doi.org/10.1007/978-1-4615-8162-8_21

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4615-8163-5

  • Online ISBN: 978-1-4615-8162-8

  • eBook Packages: Springer Book Archive

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