On Extreme Values in Stationary Sequences.
Abstract
Extreme value theory is considered for stationary sequences (xi sub n) satisfying dependence restrictions significantly weaker than strong mixing. In particular the basic theorem of Gnedenko (developed later by Loynes for mixing sequences) is proved under the weak restrictions. The conditions for the general results are shown to apply to stationary normal sequences under the very weak covariance assumptions used previously (e.g. by S.M. Berman). Distributional limit theorems for other order statistics are also obtained. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1973
- Accession Number
- AD0768361
Entities
People
- M. Ross Leadbetter
Organizations
- University of North Carolina at Chapel Hill