Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance.
Electronic Journal of Probability [electronic only] (2008)
- Volume: 13, page 961-979
- ISSN: 1083-589X
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topKulik, Rafal. "Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance.." Electronic Journal of Probability [electronic only] 13 (2008): 961-979. <http://eudml.org/doc/224584>.
@article{Kulik2008,
author = {Kulik, Rafal},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {sample quantiles; linear processes; empirical processes; long range dependence; sums of extremes; trimmed sums},
language = {eng},
pages = {961-979},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance.},
url = {http://eudml.org/doc/224584},
volume = {13},
year = {2008},
}
TY - JOUR
AU - Kulik, Rafal
TI - Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 961
EP - 979
LA - eng
KW - sample quantiles; linear processes; empirical processes; long range dependence; sums of extremes; trimmed sums
UR - http://eudml.org/doc/224584
ER -
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