Extreme values of non-stationary random sequences

Jürg Hüsler

61 citations0/0 files storedJournal of Applied Probability

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Probability and Risk Models Probability and Statistical Research Point processes and geometric inequalities

Abstract

We extend some results of the extreme-value theory of stationary random sequences to non-stationary random sequences. The extremal index, defined in the stationary case, plays a similar role in the extended case. The details show that this index describes not only the behaviour of exceedances above a high level but also above a non-constant high boundary.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 61 citations exist upstream.

References

1990The Asymptotic Theory of Extreme Order Statistics 1983Extremes and local dependence in stationary sequences 1974On extreme values in stationary sequences 1978Extremes of Moving Averages of Stable Processes

Cited by

1994A seasonal Markov model for extremely low temperatures 1989α-Stable limit theorems for sums of dependent random vectors 2014Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.