Aspects of Extreme Value Theory for Stationary Processes - A Survey.

Abstract

The primary concern in this paper is with the distributional results of classical extreme value theory, and their development to apply to stationary processes. The main emphasis is on stationary sequences, where the theory is well developed. Results available for continuous parameter processes are also described, but with particular reference to stationary normal processes.

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1974
Accession Number
AD0785278

Entities

People

  • M. Ross Leadbetter

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Information Science
  • Mathematics
  • Sequences
  • Stationary
  • Stationary Processes
  • Surveys

Readers

  • Plasma Physics / Magnetohydrodynamics
  • Regression Analysis.
  • Systems Analysis and Design