On Extreme Values in Stationary Sequences.
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
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Extreme value theory is considered for stationary sequences xi sub n satisfying dependence restrictions significantly weaker than strong mixing. In particular the basic theorem of Gnedenko developed later by Loynes for mixing sequences is proved under the weak restrictions. The conditions for the general results are shown to apply to stationary normal sequences under the very weak covariance assumptions used previously e.g. by S.M. Berman. Distributional limit theorems for other order statistics are also obtained. Author
- Statistics and Probability