Aspects of Extreme Value Theory for Stationary Processes - A Survey.
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
Pagination or Media Count:
The primary concern in this paper is with the distributional results of classical extreme value theory, and their development to apply to stationary processes. The main emphasis is on stationary sequences, where the theory is well developed. Results available for continuous parameter processes are also described, but with particular reference to stationary normal processes.
- Statistics and Probability