Aspects of Extreme Value Theory for Stationary Processes - a Survey
نویسنده
چکیده
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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تاریخ انتشار 1974