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Erschienen in:
1983 | OriginalPaper | Buchkapitel
Maxima of Stationary Sequences
verfasst von : M. R. Leadbetter, Georg Lindgren, Holger Rootzén
Erschienen in: Extremes and Related Properties of Random Sequences and Processes
Verlag: Springer New York
Enthalten in: Professional Book Archive
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In this chapter, we extend the classical extreme value theory of Chapter 1 to apply to a wide class of dependent (stationary) sequences. The stationary sequences involved will be those exhibiting a dependence structure which is not “too strong”. Specifically, a distributional type of mixing condition— weaker than the usual forms of dependence restriction such as strong mixing—will be used as a basic assumption in the development of the theory.