Records and 2-block records of 1-dependent stationary sequences under local dependence

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 34, Issue 4, 1998, Pages 481-503

  Haiman, George ^a   Mayeur, Nelly ^a   Nevzorov, Valéry ^a   Puri, Madan L ^a  

^a NONE

Author keywords

1 Dependent stationary sequences; 2 Block records; Clusters; Extremes; Local dependence; Records; Strong approximation

Indexed keywords

EID: 0032111851     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(98)80025-3     Document Type: Article

References (8)

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2. [2] G. HAIMAN, Almost sure asymptotic behaviour of the record and record time sequences of a stationary gaussian process. Mathematical Statistics and Probability Theory, vol. A, 1987b, p. 105-120.
3. [3] G. HAIMAN, A strong invariance principle for the extremes of multivariate stationary' m-dependent sequences, Journal of Statistical Planning and Inference, Vol. 32, 1992. p. 47-163.
4. [4] G. HAIMAN, and M. L. PURI. A strong invariance principle concerning the J-upper order statistics for stationary Gaussian sequences, Annals of Probability. Vol. 21, No 1, 1993. p. 86-135.
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6. [6] F. MATUS, On two-block-factor sequences and one dependence. Preprint of the Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic. 1994.
7. [7] N. MAYEUR, Thèse de Doctorat, 1996.
8. [8] V. NEVZOROV. Records. Theory Probab.Appl., Vol. 32, No 2, 1987, p. 201-228.