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: | Hsler Jrg |
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.