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Extreme value theory for continuous parameter stationary processes

✍ Scribed by M. R. Leadbetter; Holger Rootzén


Publisher
Springer
Year
1982
Tongue
English
Weight
953 KB
Volume
60
Category
Article
ISSN
1432-2064

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Extreme Value Asymptotics for Multivaria
✍ Josef Steinebach; Vera R. Eastwood 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 499 KB

For a sequence of partial sums of d-dimensional independent identically distributed random vectors a corresponding multivariate renewal process is defined componentwise. Via strong invariance together with an extreme value limit theorem for Rayleigh processes, a number of weak asymptotic results are