Extreme value theory for multivariate stationary sequences
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference28 articles.
1. Multivariate extreme value distributions for stationary Gaussian sequences;Amram;J. Multivariate Anal.,1985
2. Max-infinite divisibility;Balkema;J. Appl. Probab.,1977
3. Convergence to bivariate limiting extreme value distributions;Berman;Ann. Inst. Statist. Math.,1961
4. Limit theorems for the maximum term in stationary sequences;Berman;Ann. Math. Statist.,1964
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