LIMIT LAWS FOR UPPER AND LOWER EXTREMES FROM STATIONARY MIXING SEQUENCES

被引：7

作者：

DAVIS, RA ^{[1
]}

机构：

[1] MIT, CAMBRIDGE, MA 02139 USA

来源：

关键词：

D O I：

10.1016/0047-259X(83)90026-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：273 / 286

页数：14

共 14 条

ADLER, RJ .

[2] MAX-INFINITE DIVISIBILITY [J].

BALKEMA, AA ;

RESNICK, SI .

[3] LIMIT LAWS FOR THE MAXIMUM AND MINIMUM OF STATIONARY-SEQUENCES [J].

DAVIS, RA .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1982, 61 (01) :31-42

[4] MAXIMA AND MINIMA OF STATIONARY SEQUENCES [J].

DAVIS, RA .

[5] ORDER STATISTICS OF SAMPLES FROM MULTIVARIATE DISTRIBUTIONS [J].

GALAMBOS, J .

[6]

Galambos J., 1987, ASYMPTOTIC THEORY EX, V2nd

[7]

Kallenberg O., 1976, RANDOM MEASURES

[8] EXTREME VALUES IN STATIONARY SEQUENCES [J].

LEADBETTER, MR .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1974, 28 (04) :289-303

LEADBETTER, MR .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1976, 34 (01) :11-15

[10]

LEADBETTER MR, 1979, 19722 U UM STAT RES