On the almost sure convergence for the joint version of maxima and minima of stationary sequences

Zacarias Panga and Luísa Pereira

Statistics & Probability Letters, 2019, vol. 154, issue C, -

Abstract: We obtain an almost sure limit theorem for the joint version of maxima and minima of stationary sequences under some dependence conditions. The result obtained is applied to stationary Gaussian sequences.

Keywords: Almost sure limit theorem; Long range and local dependencies; Extreme value theory (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.06.016

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