Skip to main content

On the Asymptotic Upcrossings of a Class of Non-Stationary Sequences

  • Chapter
Statistical Extremes and Applications

Part of the book series: NATO ASI Series ((ASIC,volume 131))

  • 735 Accesses

Abstract

A class of non-stationary sequences will be introduced and asymptotic Poisson character of the uperossings will be shown. Some examples will be given to demonstrate that this class is particularly capable of describing sequences with seasonal components.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 259.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 329.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 329.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  • Leadbetter, M.R. (1974), “On Extreme Values in Stationary Sequences”. Zeitschrift fur warhschein. Warw. Geb. 28, pp. 289–303.

    Article  MathSciNet  MATH  Google Scholar 

  • Resnick, S.I. and Neuts, M.F. (1970), “Limit Laws for Maxima of a Sequence of Random Variables Defined on a Markov Chain”. Adv. Appl. Prob. 2, pp. 323–343.

    Article  MathSciNet  MATH  Google Scholar 

  • Tiago de Oliveira, J. (1976), “Asymptotic Behaviour of Maxima with Periodic Disturbances”. Ann. Inst. Statist. Math. 28, pp. 19–23.

    Article  MathSciNet  MATH  Google Scholar 

  • Turkman, K.F. and Walker, A.M. (1983), “Limit Laws for the Maxima of a Class of Quasi-Stationary Sequences”. J. Appl. Probab. To be printed.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1984 Springer Science+Business Media Dordrecht

About this chapter

Cite this chapter

Turkman, K.F. (1984). On the Asymptotic Upcrossings of a Class of Non-Stationary Sequences. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_51

Download citation

  • DOI: https://doi.org/10.1007/978-94-017-3069-3_51

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-8401-9

  • Online ISBN: 978-94-017-3069-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics