Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
نویسندگان
چکیده
منابع مشابه
Stochastic Processes ( Fall 2014 ) Spectral representations and ergodic theorems for stationary stochastic processes Stationary stochastic processes
A stochastic process X is strongly stationary if its fdds are invariant under time shifts, that is, for any (finite) n, for any t0 and for all t1, ..., tn ∈ T , (Xt1 , ..., Xtn) and (Xt1+t0 , ..., Xtn+t0) have the same distribution. A stochastic process X is weakly stationary if its mean function is constant and its covariance function is invariant under time shifts. That is, for all t ∈ T , E(...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1954
ISSN: 0003-4851
DOI: 10.1214/aoms/1177728670