Author:
Kudrov A. V.,Piterbarg V. I.
Publisher
Springer Science and Business Media LLC
Reference7 articles.
1. S. M. Berman, Limit theorems for the maximum term in stationary sequences, Ann. Math. Statist., 35(2), 502–516 (1964).
2. D. S. Kuznetsov, Limit theorems for maximum of random variables, Vestnik Moskov. Univ. Ser. I Mat. Mekh., 3(6–9) (2005).
3. T. Hsing, On tail index estimation using dependent data, Ann. Statist., 19, 1547–1569 (1991).
4. Y. Mittal, Maxima of partial samples in Gaussian sequences, Ann. Probab., 6(3), 421–432 (1978).
5. P. Mladenović and V. Piterbarg, On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences, Stoch. Processes Appl., 116, 1977–1991 (2006).
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献