Extreme value asymptotics for multivariate renewal processes

Journal of Multivariate Analysis

Volumn 56, Issue 2, 1996, Pages 284-302

  Steinebach, Josef ^a   Eastwood, Vera R ^b,c  

^a PHILIPPS UNIVERSITY MARBURG   (Germany)

^b ACADIA UNIVERSITY   (Canada)

^c UNIVERSITY OF AUCKLAND   (New Zealand)

Author keywords

Extreme value asymptotics; Invariance principle; Multidimensional Wiener process; Multivariate renewal process; Rayleigh process; Stationary Gaussian process; Strong approximation

Indexed keywords

EID: 0030077796     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0015     Document Type: Article

References (18)

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