Article ID: | iaor2000452 |
Country: | United Kingdom |
Volume: | 30 |
Issue: | 3 |
Start Page Number: | 777 |
End Page Number: | 806 |
Publication Date: | Sep 1998 |
Journal: | Advances in Applied Probability |
Authors: | Teugels Jozef L., Silvestrov Dmitrii S. |
This paper is devoted to the investigation of limit theorems for extremes with random sample size under general dependence–independence conditions for samples and random sample size indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems for extremal processes with random sample size indexes.