Asymptotic Properties of Extrema of Moving Sums of Independent Non-identically Distributed Variables

Author:

Balakrishnan Narayanaswamy,Stepanov Alexei

Publisher

Allerton Press

Reference21 articles.

1. B. C. Arnold, N. Balakrishnan, and H. N. Nagaraja, A First Course in Order Statistics (John Wiley and Sons, New York, 1992).

2. N. Balakrishnan and A. Stepanov, ‘‘Generalization of Borel-Cantelli lemma,’’ The Mathematical Scientist. 35, 61–62 (2010).

3. S. M. Berman, ‘‘Limiting theorems for the maximum term in stationary sequences,’’ Ann. Math. Statist. 35, 502–516 (1964). https://doi.org/10.1214/AOMS/1177703551

4. A. Berred and A. Stepanov, ‘‘Asymptotic properties of uppermost and lowest $$m$$th exponential spacings based on records,’’ Statistics. 55 (5), 1094–1106 (2021). https://doi.org/10.1080/02331888.2021.1993853

5. L. von Bortkiewich, ‘‘Variationsbreite und mittlerer Fehler,’’ Sitzungsberichte Berliner Math. Ges. 21, 3–11 (1922).

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