On the link between dependence and independence in extreme value theory for dynamical systems

Statistics and Probability Letters

Volumn 78, Issue 9, 2008, Pages 1088-1093

  Freitas, Ana Cristina Moreira ^a   Freitas, Jorge Milhazes ^a  

^a UNIVERSITY OF PORTO   (Portugal)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 43549104893     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.11.002     Document Type: Article

References (5)

1. Collet P. Statistics of closest return for some non-uniformly hyperbolic systems. Ergodic Theory Dynam. Systems 21 2 (2001) 401-420
2. Feller W. An introduction to Probability Theory and its Applications Volume I (1952), Wiley Publications in Statistics
3. Freitas, A.C.M., Freitas, J.M., Extreme values for Benedicks-Carleson quadratic maps. Ergodic Theory Dynam. Systems (in press)
4. Haiman G. Extreme values of the tent map process. Stat. Probab. Lett. 65 4 (2003) 451-456
5. Leadbetter M.R., Lindgren G., and Rootzén H. Extremes and related properties of stationary sequences and processes. Springer Series in Statistics (1983), Springer, New York