Extreme value theory for continuous parameter stationary processes
نویسندگان
چکیده
منابع مشابه
Aspects of Extreme Value Theory for Stationary Processes - a Survey
SUMMARY The primary concern in this paper is with the distributional results of classical extreme value theory, anc their developMent to apply to stationary processes. The main emphasis is on stationary sequences, where the theory is \'lell developed. :\esults available for continuous parameter processes are also described, but with particular reference to stationary normal processes.
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ژورنال
عنوان ژورنال: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
سال: 1982
ISSN: 0044-3719,1432-2064
DOI: 10.1007/bf01957094