Extremes Under Dependence-Historical Development and Parallels with Central Limit Theory
Author:
Affiliation:
1. Department of Statistics and Operation Research; University of North Carolina; Chapel Hill North Carolina
Publisher
John Wiley & Sons, Inc.
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/9781118650318.ch2/fullpdf
Reference23 articles.
1. Limiting distribution of the maximum term in sequences of dependent random variables;Berman,;Ann. Math. Stat.,1962
2. Limit theorems for the maximum term of a stationary sequence;Berman,;Ann. Math. Stat.,1964
3. Sur l'extension du theoreme limite du calcul des probabilités aux sommes de qusntites dépendentes;Bernstein,;Math. Ann.,1927
4. On the central limit theorem for stationary mixing fields;Bolthausen,;Annals Prob.,1982
5. Basic properties of strong mixing conditions. A survey and some open questions;Bradley,;Probability Surveys,2005
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