Abstract
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.
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© 1983 Springer-Verlag New York Inc.
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Leadbetter, M.R., Lindgren, G., Rootzén, H. (1983). Maxima of Stationary Sequences. In: Extremes and Related Properties of Random Sequences and Processes. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-5449-2_3
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DOI: https://doi.org/10.1007/978-1-4612-5449-2_3
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-5451-5
Online ISBN: 978-1-4612-5449-2
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