Asymptotic properties of near Pfeifer records

Bose, Arup ; Gangopadhyay, Sreela (2010) Asymptotic properties of near Pfeifer records Extremes . ISSN 1386-1999

[img]
Preview
PDF - Publisher Version
175kB

Official URL: http://www.springerlink.com/content/g1q1655h611807...

Related URL: http://dx.doi.org/10.1007/s10687-010-0108-4

Abstract

Asymptotic properties of the number of near records are known in the literature. We generalize these results to the Pfeifer model which has a wider application. In particular we establish convergence in probability, in the almost sure sense and in distribution for the number of near records under the Pfeifer model.

Item Type:Article
Source:Copyright of this article belongs to Springer-Verlag.
Keywords:Pfeifer Records; near Pfeifer Records; Regularly Varying Functions; Extended Regularly Varying Functions; Limiting Distribution
ID Code:5486
Deposited On:19 Oct 2010 12:09
Last Modified:16 May 2016 15:59

Repository Staff Only: item control page