Search
Search Results
-
Higher-order expansions of powered extremes of logarithmic general error distribution
In this paper, Let M n denote the maximum of logarithmic general error distribution with parameter v ≥ 1. Higher-order expansions for distributions of...
-
Almost sure central limit theorems for the maxima of randomly chosen random variables
In this paper, we give an almost sure central limit theorem (ASCLT) version of a maximum limit theorem (MLT) with an arbitrary sequence { d n , n ≥ 1}...
-
Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
Following [C. Yu, Y. Wang, and D. Cheng, Tail behavior of the sums of dependent and heavy-tailed random variables, J. Korean Stat. Soc. , 44(1):12–27,...
-
The extremes of dependent chi-processes attracted by the Brown-Resnick process
Motivated by some recent works on the topic of the Brown-Resnick process, we study the functional limit theorem for normalized pointwise maxima of...
-
Extrema of a Gaussian Random Field: Berman’s Sojourn Time Method
In this paper we devote ourselves to extending Berman’s sojourn time method, which is thoroughly described in [1–3], to investigate the tail...
-
The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences
In this paper, we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are...
-
Cramér–Lundberg model for some classes of extremal Markov sequences
The classical Cramér–Lundberg model was the first attempt to describe the financial condition of the insurance company. The incomes were approximated...
-
Asymptotic Behavior of Maxima of Independent Random Variables. Discrete case
We study the asymptotic behavior of almost surely extreme values of discrete random variables. We give applications to birth and death processes and...
-
On Extremal Index of Max-Stable Random Fields
For a given stationary max-stable random field X ( t ), t ∈ ℤ d , the corresponding generalized Pickands constant coincideswith the classical extremal...
-
Asymptotic Behavior of Maxima of Independent Random Variables
We investigate almost sure asymptotic behavior of the maximum of n independent random variables as n→∞ . We provide exact upper and lower bounds of...
-
On Aggregation of Subcritical Galton–Watson Branching Processes with Regularly Varying Immigration
Abstract. We study an iterated temporal and contemporaneous aggregation of N independent copies of a strongly stationary subcritical Galton–Watson...
-
Tails of higher-order moments with dominatedly varying summands∗
Let ξ 1 , . . . , ξ n be dependent real-valued random variables with dominatedly varying distribution functions. We investigate the asymptotic behavior...
-
Limit theorems for supremum of Gaussian processes over a random interval
Let { X ( t ), t ≥ 0} be a centered stationary Gaussian process with correlation r ( t ) such that 1 − r ( t ) is asymptotic to a regularly varying function....
-
Risk forecasting in the context of time series*
We propose an approach for forecasting risk contained in future observations in a time series. We take into account both the shape parameter and the...
-
Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization
In this article, the higher order asymptotic expansions of cumulative distribution function and probability density function of extremes for...
-
On Extremes of Two-Dimensional Student-t Distribution of the Marshall–Olkin Type
Although there are some results related to classical bivariate Student- t distribution, studying the exact distribution of its extremes is not so...
-
Estimation and test of restricted linear EV model with nonignorable missing covariates
This paper deals with estimation and test procedures for restricted linear errors-invariables (EV) models with nonignorable missing covariates. We...
-
Second-order Asymptotics on Distributions of Maxima of Bivariate Elliptical Arrays
Let {( ξ ni , η ni ), 1 ≤ i ≤ n , n ≥ 1} be a triangular array of independent bivariate elliptical random vectors with the same distribution function...