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Extreme value theory for processes with periodic variances

Published online by Cambridge University Press:  01 July 2016

R. Ballerini
Affiliation:
University of Florida, Gainesville
W. P. Mccormick
Affiliation:
University of Georgia, Athens

Abstract

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Type
Contributed Papers
Copyright
Copyright © Applied Probability Trust 1988 

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References

Adler, R. J. (1978) Weak convergence results for extremal processes generated by dependent random variables. Ann. Prob. 6, 660667.Google Scholar