EXTREME VALUES IN UNIFORMLY MIXING STATIONARY STOCHASTIC-PROCESSES

被引：87

作者：

LOYNES, RM

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1965年 / 36卷 / 03期

关键词：

D O I：

10.1214/aoms/1177700071

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：993 / 999

页数：7

共 10 条

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[J]. ANNALS OF MATHEMATICAL STATISTICS, 1962, 33 (03): : 894 - &
[3] LIMIT-THEOREMS FOR MAXIMUM TERM IN STATIONARY-SEQUENCES
BERMAN, SM
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (02): : 502 - +
[4] CHIBISOV DM, 1962, THEOR PROBAB APPL, V7, P357
[5] Feller W., 1957, INTRO PROBABILITY TH, V1
[6] The limited distribution of the maximum term of a random series
Gnedenko, B
[J]. ANNALS OF MATHEMATICS, 1943, 44 : 423 - 453
[7] Gumbel E J., 1958, STAT EXTREMES
[8] IBRAGIMOV IA, 1959, DOKL AKAD NAUK SSSR+, V125, P711
[9] A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
ROSENBLATT, M
[J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1956, 42 (01) : 43 - 47
[10] EXTREME VALUES IN SAMPLES FROM M-DEPENDENT STATIONARY STOCHASTIC PROCESSES
WATSON, GS
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (04): : 798 - 800