Extreme value theory for multivariate stationary sequences
نویسندگان
چکیده
منابع مشابه
Aspects of Extreme Value Theory for Stationary Processes - a Survey
SUMMARY The primary concern in this paper is with the distributional results of classical extreme value theory, anc their developMent to apply to stationary processes. The main emphasis is on stationary sequences, where the theory is \'lell developed. :\esults available for continuous parameter processes are also described, but with particular reference to stationary normal processes.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1989
ISSN: 0047-259X
DOI: 10.1016/0047-259x(89)90028-6