Multivariate extreme values in stationary random sequences

Multivariate extreme values in stationary random sequences

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Article ID: iaor1991651
Country: Netherlands
Volume: 35
Issue: 1
Start Page Number: 99
End Page Number: 108
Publication Date: Jun 1990
Journal: Stochastic Processes and Their Applications
Authors:
Abstract:

The limit distributions of multivariate extreme values of stationary random sequences are associated under mild mixing conditions. Also sufficient conditions are given such that the limit has independent components. Examples indicate that these results do not hold for general stationary sequences.

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