Jakubowski, Adam - In: Stochastic Processes and their Applications 46 (1993) 1, pp. 29-46
Let X1, X2,... be a stationary sequence of random variables. Denote by M(k)n the kth largest value of X1, X2, ..., Xn. We find necessary and sufficient conditions for the existence of an (r- 1)-dependent stationary sequence X1,X2, ...(determined by a distribution function G and numbers...