On extreme values in stationary sequences

Article

Novak, S. 1996. On extreme values in stationary sequences. Siberian Adv. Math.. 6 (3), pp. 68-80.
TypeArticle
TitleOn extreme values in stationary sequences
AuthorsNovak, 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.
The rate of convergence in Newell's limit theorem is shown to be O(1/n).

JournalSiberian Adv. Math.
Publication dates
Print1996
Publication process dates
Deposited23 Sep 2016
Accepted29 Dec 1993
Output statusPublished
Additional information

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

LanguageEnglish
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