- Tytuł:
-
Graniczne dystrybuanty wartości ekstremalnych dla zależnych ciągów zmiennych losowych
Limiting distribution function of extreme values for the dependent sequences random variables - Autorzy:
- Kuźmiński, Łukasz
- Powiązania:
- https://bibliotekanauki.pl/articles/425143.pdf
- Data publikacji:
- 2013
- Wydawca:
- Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
- Tematy:
-
order statistics
limiting distribution function of extreme
dependence conditions D(un) and D’(un)
extreme index - Opis:
- In the article the outline of asymptotic theory of extreme values has been intro-duced for the application to finance, hydrology and insurance. The study includes the theo-rems and the definitions which give the possibility to appoint the limiting distribution func-tion for the distributions of maximum in three cases. The first case concerns the sequence independent random variables. The second case concerns the stationary processes of random variables for which the conditions D(un) and D’(un) are satisfied (i.e. “the extinguishing de-pendence”). The last case concerns the stationary processes for which the conditions D(un) and D’(un) are not satisfied.
- Źródło:
-
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 2(40); 115-125
1507-3866 - Pojawia się w:
- Econometrics. Ekonometria. Advances in Applied Data Analytics
- Dostawca treści:
- Biblioteka Nauki
Artykuł