Asymptotics of the order statistics for a process with a regenerative structure
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DOI: 10.1016/j.spl.2017.08.017
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References listed on IDEAS
- Alpuim, M. Teresa, 1988. "High level exceedances in stationary sequences with extremal index," Stochastic Processes and their Applications, Elsevier, vol. 30(1), pages 1-16, November.
- Hsing, Tailen, 1988. "On the extreme order statistics for a stationary sequence," Stochastic Processes and their Applications, Elsevier, vol. 29(1), pages 155-169.
- Jakubowski, Adam, 1993. "Asymptotic (r- 1)-dependent representation for rth order statistic from a stationary sequence," Stochastic Processes and their Applications, Elsevier, vol. 46(1), pages 29-46, May.
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Keywords
Asymptotics; Order statistics; Regenerative process; Phantom distribution function;All these keywords.
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