On Extremes of Stationary Processes.
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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Certain aspects of extremal theory for stationary sequences and continuous parameter stationary processes, are discussed in this paper. A slightly modified form of a previously used dependence condition, leads to simple proofs of some key results in extremal theory of stationary sequences. Dependence conditions of a weak mixing type are introduced for continuous parameter stationary processes and results of classical extreme value theory extended to that context. Author
- Statistics and Probability