Weak convergence of the tail empirical process for dependent sequences

Stochastic Processes and their Applications

Volumn 119, Issue 2, 2009, Pages 468-490

  Rootzén, Holger ^a,b  

^a CHALMERS UNIVERSITY OF TECHNOLOGY   (Sweden)

^b UNIVERSITY OF GOTHENBURG   (Sweden)

Author keywords

Absolute regularity; Clustering of extremes; Extremes; Strong mixing; Tail distribution function

Indexed keywords

DISTRIBUTION FUNCTIONS; PROBABILITY DENSITY FUNCTION;

ABSOLUTE REGULARITY; CLUSTERING OF EXTREMES; EXTREMES; STRONG MIXING; TAIL DISTRIBUTION FUNCTION;

FUNCTIONS;

EID: 58549108010     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2008.03.003     Document Type: Article

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