Max-semistable laws in extremes of stationary random sequences

Theory of Probability and its Applications

Volumn 47, Issue 2, 2003, Pages 365-374

  Temido, M G ^a   Canto E Castro, L ^b  

^a UNIVERSITY OF COIMBRA   (Portugal)

^b NONE

Author keywords

Max semistable laws; Maximum; Stationarity; Weak convergence

Indexed keywords

EID: 0037795398     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X97979780     Document Type: Article

References (7)

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3. I. V. GRINEVICH, Domains of attraction of the max-semistable laws under linear and power normalizations, Theory Probab. Appl., 38 (1993), pp. 640-650.
4. M. R. LEADBETTER, On extreme values in stationary sequences, Z. Wahrsch. Verw. Gebiete, 28 (1974), pp. 289-303.
5. M. R. LEADBETTER, Extremes and local dependence in stationary sequences, Z. Wahrsch. Verw. Gebiete, 65 (1983), pp. 291-306.
6. M. R. LEADBETTER, G. LINDGREN, AND H. ROOTZÉN, Extremes and Related Properties of Random Sequences and Processes, Springer-Verlag, Berlin, Heidelberg, 1983.
7. E. PANCHEVA, Multivariate max-semistable distributions, Theory Probab. Appl., 37 (1992), pp. 731-732.