Extremes: Limit Results for Univariate and Multivariate Nonstationary Sequences

Jürg Hüsler
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Jürg Hüsler: University of Bern, Dept. of Math. Statistics

A chapter in Extreme Value Theory and Applications, 1994, pp 283-304 from Springer

Abstract: Abstract We review the limiting behaviour of extremes and exceedances of univariate and multivariate nonstationary random sequences. The approach we present is based on an extension of the methods in the stationary case. It is extended also for any visits of the random sequence to some rare set, instead of the usual set (u n , ∞). We discuss some special cases as normal, periodic and independent sequences and review also the dependence structure of the components of the multivariate maxima.

Keywords: Point Process; Random Sequence; Stationary Case; Limit Distribution; Normal Sequence (search for similar items in EconPapers)
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-3638-9_17

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DOI: 10.1007/978-1-4613-3638-9_17

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