Displaying similar documents to “A note on the asymptotic independence of maximum and minimum of stationary sequences with extremal index”

Extremes of periodic moving averages of random variables with regularly varying tail probabilities.

Ana Paula Martins, Helena Ferreira (2004)

SORT

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We define a family of local mixing conditions that enable the computation of the extremal index of periodic sequences from the joint distributions of k consecutive variables of the sequence. By applying results, under local and global mixing conditions, to the (2m - 1)-dependent periodic sequence Xn (m) = Σj=-m m-1 cjZn-j, n ≥ 1, we compute...

On mean central limit theorems for stationary sequences

Jérôme Dedecker, Emmanuel Rio (2008)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper, we give estimates of the minimal 𝕃 1 distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.