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April, 1989 Estimates of the Rate of Convergence for Max-Stable Processes
L. de Haan, S. T. Rachev
Ann. Probab. 17(2): 651-677 (April, 1989). DOI: 10.1214/aop/1176991420

Abstract

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.

Citation

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L. de Haan. S. T. Rachev. "Estimates of the Rate of Convergence for Max-Stable Processes." Ann. Probab. 17 (2) 651 - 677, April, 1989. https://doi.org/10.1214/aop/1176991420

Information

Published: April, 1989
First available in Project Euclid: 19 April 2007

zbMATH: 0678.60019
MathSciNet: MR985383
Digital Object Identifier: 10.1214/aop/1176991420

Subjects:
Primary: 60E05
Secondary: 60B10 , 60E07 , 60F05

Keywords: max-stable processes , probability metrics , rate of convergence

Rights: Copyright © 1989 Institute of Mathematical Statistics

Vol.17 • No. 2 • April, 1989
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