# On extreme values in stationary sequences

Article

Novak, S. 1996. On extreme values in stationary sequences.

*Siberian Adv. Math..*6 (3), pp. 68-80.

Type | Article |
---|---|

Title | On extreme values in stationary sequences |

Authors | Novak, S. |

Abstract | Given a stationary sequence of random variables, we show that O'Brien's condition is necessary and sufficient for the sample maximum to have the same limiting distribution as the sample maximum of independent and identically distributed random variables. |

Journal | Siberian Adv. Math. |

Publication dates | |

Print | 1996 |

Publication process dates | |

Deposited | 23 Sep 2016 |

Accepted | 29 Dec 1993 |

Output status | Published |

Additional information | Novak, S.Y. (1996) On extreme values in stationary sequences. – Siberian Adv. Math., v. 6, No 3, 68–80. |

Language | English |

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