Extreme value theory for multivariate stationary sequences
A distributional mixing condition is introduced for stationary sequences of random vectors to study their extremes. For a sequence satisfying the condition, the following topics which concern the weak limit F of properly normalized partial maxima are studied: (1) To obtain characterizations of F. (2) To study a condition under which the partial maxima behave as they would if the sequence were i.i.d. (3) To consider problems in connection with the independence of the margins of F.
| Year of publication: |
1989
|
|---|---|
| Authors: | Hsing, Tailen |
| Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 29.1989, 2, p. 274-291
|
| Publisher: |
Elsevier |
| Keywords: | extreme values stationary sequences weak convergence |
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