Several estimates of the rate of convergence of normalized maxima of random processes are exhibited by using the theory of probability metrics. In contrast to the summation scheme, uniform estimates for normalized maxima of random sequences will be derived.
Publié le : 1989-04-14
Classification:
Probability metrics,
rate of convergence,
max-stable processes,
60E05,
60F05,
60B10,
60E07
@article{1176991420,
author = {de Haan, L. and Rachev, S. T.},
title = {Estimates of the Rate of Convergence for Max-Stable Processes},
journal = {Ann. Probab.},
volume = {17},
number = {4},
year = {1989},
pages = { 651-677},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991420}
}
de Haan, L.; Rachev, S. T. Estimates of the Rate of Convergence for Max-Stable Processes. Ann. Probab., Tome 17 (1989) no. 4, pp. 651-677. http://gdmltest.u-ga.fr/item/1176991420/