Accession Number:

ADA061060

Title:

On Extremes of Stationary Processes.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

• Leadbetter,M. R.

Report Date:

1978-09-01

Pagination or Media Count:

23.0

Abstract:

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

Descriptors:

• *STOCHASTIC PROCESSES
• *STATISTICAL DISTRIBUTIONS
• SEQUENCES(MATHEMATICS)

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE