Accession Number : AD0785278
Title : Aspects of Extreme Value Theory for Stationary Processes - A Survey.
Descriptive Note : Technical rept.,
Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
Personal Author(s) : Leadbetter,M. R.
Report Date : SEP 1974
Pagination or Media Count : 31
Abstract : The primary concern in this paper is with the distributional results of classical extreme value theory, and their development to apply to stationary processes. The main emphasis is on stationary sequences, where the theory is well developed. Results available for continuous parameter processes are also described, but with particular reference to stationary normal processes.
Descriptors : *Stochastic processes, Distribution functions, Random variables, Theorems
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE