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Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes

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Abstract

In this paper, with motivation from the paper of Konstant et al. (Lith Math J 44:196-208, 2004) we derive limit theorems for the maximum of strongly dependent cyclo-stationary \(\chi \)-processes. Further, under a global Hölder condition we show that Seleznjev pth-mean convergence theorem holds.

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Authors and Affiliations

  1. College of Mathematics, Physics and Information Engineering, Jiaxing University, Jiaxing, 314001, People’s Republic of China

    Zhongquan Tan

  2. Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, UNIL-Dorigny, 1015, Lausanne, Switzerland

    Enkelejd Hashorva

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  1. Zhongquan Tan
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  2. Enkelejd Hashorva
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Correspondence to Zhongquan Tan.

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Tan, Z., Hashorva, E. Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes. Extremes 16, 241–254 (2013). https://doi.org/10.1007/s10687-013-0170-9

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  • DOI: https://doi.org/10.1007/s10687-013-0170-9

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