On Extremes of Stationary Processes.
Abstract
Certain aspects of extremal theory for stationary sequences and continuous parameter stationary processes, are discussed in this paper. A slightly modified form of a previously used dependence condition, leads to simple proofs of some key results in extremal theory of stationary sequences. Dependence conditions of a 'weak mixing' type are introduced for continuous parameter stationary processes and results of classical extreme value theory extended to that context. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1978
- Accession Number
- ADA061060
Entities
People
- M. Ross Leadbetter
Organizations
- University of North Carolina at Chapel Hill