A Construction of Extremal Processes
Paul Deheuvels
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Paul Deheuvels: Université Paris VI & E.P.H.E.
A chapter in Probability and Statistical Inference, 1982, pp 53-57 from Springer
Abstract:
Abstract In this paper, we study the distributional properties of two processes which appear naturally as limiting extremal processes generated from the extremes of an i.i.d. sequence.
Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-7840-9_7
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DOI: 10.1007/978-94-009-7840-9_7
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