On Limiting Distributions of Intermediate Order Statistics from Stationary Sequences
Watts, Vernon ; Rootzen, Holger ; Leadbetter, M. R.
Ann. Probab., Tome 10 (1982) no. 4, p. 653-662 / Harvested from Project Euclid
Let $X_1, X_2, \cdots$, be a sequence of random variables and write $X^{(n)}_k$ for the $k$th largest among $X_1, X_2, \cdots, X_n$. If $\{k_n\}$ is a sequence of integers such that $k_n \rightarrow \infty, k_n/n \rightarrow 0$, the sequence $\{X^{(n)}_{k_n}\}$ is referred to as the sequence of intermediate order statistics corresponding to the intermediate rank sequence $\{k_n\}$. The possible limiting distributions for $X^{(n)}_{k_n}$ have been characterized (under mild restrictions) by various authors when the random variables $X_1, X_2, \cdots$ are independent and identically distributed. In this paper we consider the case when the $\{X_n\}$ form a stationary sequence and obtain a natural dependence restriction under which the "classical" limits still apply. It is shown in particular that the general dependence restriction applies to normal sequences when the covariance sequence $\{r_n\}$ converges to zero as fast as an appropriate power $n^{-\rho}$ as $n \rightarrow \infty$.
Publié le : 1982-08-14
Classification:  Order statistics,  stationary processes,  ranks,  intermediate ranks,  60F05,  60G10,  60G15
@article{1176993774,
     author = {Watts, Vernon and Rootzen, Holger and Leadbetter, M. R.},
     title = {On Limiting Distributions of Intermediate Order Statistics from Stationary Sequences},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 653-662},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993774}
}
Watts, Vernon; Rootzen, Holger; Leadbetter, M. R. On Limiting Distributions of Intermediate Order Statistics from Stationary Sequences. Ann. Probab., Tome 10 (1982) no. 4, pp.  653-662. http://gdmltest.u-ga.fr/item/1176993774/