Aspects of Extreme Value Theory for Stationary Processes - a Survey

Abstract

SUMMARY The primary concern in this paper is with the distributional results of classical extreme value theory, anc their developMent to apply to stationary processes. The main emphasis is on stationary sequences, where the theory is \'lell developed. :\esults available for continuous parameter processes are also described, but with particular reference to… (More)

Topics

Cite this paper

@inproceedings{Leadbetter1974AspectsOE, title={Aspects of Extreme Value Theory for Stationary Processes - a Survey}, author={M. R. Leadbetter}, year={1974} }