On the link between dependence and independence in extreme value theory for dynamical systems

We reformulate the standard conditions that allow to reduce the study of extremes for dependent sequences to the classical extreme value theory. Essentially, we weaken the mixing type condition in such a way that, in the context of dynamical systems, it should follow from decay of correlations.

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Year of publication:	2008
Authors:	Freitas, Ana Cristina Moreira ; Freitas, Jorge Milhazes
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 9, p. 1088-1093
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074579